+76.3%
MMM vs M
-7.1%
+83.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -0.4% | +7.0% | -7.4% | -1.5% |
| 30D | +12.1% | +8.9% | +3.2% | +10.6% |
| 3M | +1.4% | +4.5% | -3.1% | +0.5% |
| 6M | +26.6% | +36.2% | -9.6% | +19.9% |
| YTD | +16.8% | +15.1% | +1.7% | +13.3% |
| 1Y | +10.1% | +27.4% | -17.4% | +4.9% |
| 3Y | +158.4% | +160.1% | -1.7% | +112.1% |
| 5Y | +43.1% | -1.6% | +44.7% | +31.0% |
| All | +76.3% | -7.1% | +83.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling