+43.4%
MMM vs KWEB
-47.2%
+90.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.4% | -7.8% | +7.5% | +0.6% |
| 30D | +12.1% | -6.4% | +18.6% | +13.1% |
| 3M | +1.4% | -14.6% | +16.0% | +3.4% |
| 6M | +26.6% | -25.0% | +51.6% | +31.0% |
| YTD | +16.8% | -32.7% | +49.5% | +22.4% |
| 1Y | +10.1% | -37.3% | +47.4% | +16.3% |
| 3Y | +158.4% | -5.9% | +164.3% | +158.7% |
| All | +43.4% | -47.2% | +90.6% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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