+29.4%
MMM vs KEY
+40.7%
-11.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -3.3% | +2.2% | -5.5% | -4.0% |
| 30D | -7.0% | -3.0% | -4.0% | -6.1% |
| 3M | +10.8% | +3.3% | +7.5% | +9.5% |
| 6M | +5.8% | +9.2% | -3.4% | +2.6% |
| YTD | +6.8% | +10.6% | -3.9% | +3.0% |
| 1Y | +10.4% | +20.4% | -10.0% | +3.3% |
| 3Y | +104.7% | +121.8% | -17.2% | +56.8% |
| All | +29.4% | +40.7% | -11.3% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling