+98.6%
MMM vs LYV
+109.4%
-10.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | -9.8% | -8.2% | -1.7% | -7.6% |
| 3M | +4.9% | -1.3% | +6.2% | +4.9% |
| 6M | +7.3% | +2.6% | +4.7% | +5.7% |
| YTD | +4.5% | +19.4% | -14.9% | -2.3% |
| 1Y | +5.4% | -2.2% | +7.6% | +5.4% |
| 3Y | +98.6% | +106.0% | -7.5% | +53.1% |
| All | +98.6% | +109.4% | -10.8% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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