+157.1%
MMM vs KEY
+106.2%
+50.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +6.2% | -1.3% | +7.5% | +6.8% |
| 30D | +14.2% | +5.1% | +9.1% | +12.2% |
| 3M | +2.9% | -7.1% | +10.0% | +5.8% |
| 6M | +27.6% | -4.4% | +31.9% | +29.5% |
| YTD | +17.3% | +4.0% | +13.3% | +15.0% |
| 1Y | +15.1% | +23.4% | -8.3% | +5.5% |
| 3Y | +157.1% | +113.9% | +43.2% | +100.6% |
| All | +157.1% | +106.2% | +50.9% | +100.6% |
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