+3,144.9%
MMM vs KEY
+987.2%
+2,157.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.4% | -2.5% |
| 7D | +5.9% | -2.5% | +8.3% | +6.6% |
| 30D | +14.7% | +4.1% | +10.7% | +13.7% |
| 3M | +3.6% | -8.4% | +11.9% | +5.8% |
| 6M | +32.7% | -2.3% | +35.0% | +33.4% |
| YTD | +18.9% | +4.6% | +14.4% | +17.4% |
| 1Y | +16.4% | +24.6% | -8.2% | +10.1% |
| 3Y | +159.8% | +112.8% | +47.0% | +114.2% |
| 5Y | +47.2% | +12.9% | +34.2% | +35.8% |
| 10Y | +86.5% | +126.7% | -40.2% | +38.2% |
| All | +3,144.9% | +987.2% | +2,157.6% | +1,324.8% |
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