+165.0%
MMM vs KEY
+124.5%
+40.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +7.0% | +0.5% | +6.4% | +6.8% |
| 30D | +18.4% | +6.9% | +11.5% | +15.6% |
| 3M | +4.5% | -5.0% | +9.5% | +6.5% |
| 6M | +33.4% | +0.7% | +32.7% | +32.7% |
| YTD | +20.0% | +6.5% | +13.5% | +16.5% |
| 1Y | +15.0% | +22.6% | -7.6% | +5.7% |
| 3Y | +165.0% | +125.3% | +39.7% | +104.4% |
| All | +165.0% | +124.5% | +40.5% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling