+158.4%
MMM vs KEY
+127.6%
+30.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -0.4% | +2.9% | -3.3% | -1.5% |
| 30D | +12.1% | +8.4% | +3.7% | +8.9% |
| 3M | +1.4% | -5.8% | +7.2% | +3.6% |
| 6M | +26.6% | +5.4% | +21.1% | +23.8% |
| YTD | +16.8% | +7.1% | +9.8% | +13.2% |
| 1Y | +10.1% | +26.8% | -16.7% | -0.2% |
| 3Y | +158.4% | +128.7% | +29.7% | +98.3% |
| All | +158.4% | +127.6% | +30.8% | +98.3% |
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