+2,812.9%
MMM vs KEY
+1,050.5%
+1,762.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -3.3% | +2.2% | -5.5% | -3.8% |
| 30D | -7.0% | -3.0% | -4.0% | -6.4% |
| 3M | +10.8% | +3.3% | +7.5% | +9.9% |
| 6M | +5.8% | +9.2% | -3.4% | +3.5% |
| YTD | +6.8% | +10.6% | -3.9% | +4.0% |
| 1Y | +10.4% | +20.4% | -10.0% | +5.2% |
| 3Y | +104.7% | +121.8% | -17.2% | +66.6% |
| 5Y | +23.6% | +41.1% | -17.6% | +8.2% |
| 10Y | +54.1% | +168.5% | -114.4% | +9.7% |
| All | +2,812.9% | +1,050.5% | +1,762.4% | +1,161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling