+1,889.7%
MMM vs IT
+6,105.9%
-4,216.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +0.9% |
| 7D | -3.3% | -6.0% | +2.7% | -2.4% |
| 30D | -7.0% | 0.0% | -7.0% | -7.2% |
| 3M | +10.8% | +13.1% | -2.3% | +7.5% |
| 6M | +5.8% | +11.7% | -5.9% | +2.2% |
| YTD | +6.8% | -26.1% | +32.9% | +9.7% |
| 1Y | +10.4% | -21.3% | +31.6% | +11.9% |
| 3Y | +104.7% | -46.7% | +151.4% | +119.0% |
| 5Y | +23.6% | -40.5% | +64.1% | +28.6% |
| 10Y | +54.1% | +103.9% | -49.8% | +29.7% |
| All | +1,889.7% | +6,105.9% | -4,216.1% | +996.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling