+46.2%
MMM vs JAAA
+29.3%
+17.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | 0.0% |
| 7D | -3.3% | +0.2% | -3.5% | -3.6% |
| 30D | -7.0% | +0.5% | -7.6% | -7.9% |
| 3M | +10.8% | +1.3% | +9.6% | +8.4% |
| 6M | +5.8% | +2.7% | +3.1% | +1.1% |
| YTD | +6.8% | +3.2% | +3.6% | +1.2% |
| 1Y | +10.4% | +4.9% | +5.5% | +1.7% |
| 3Y | +104.7% | +19.0% | +85.7% | +69.6% |
| 5Y | +23.6% | +26.8% | -3.2% | -1.7% |
| All | +46.2% | +29.3% | +17.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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