+14.6%
MMM vs M
+25.7%
-11.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | -0.1% |
| 7D | +5.8% | +2.5% | +3.2% | +5.1% |
| 30D | +17.9% | +10.1% | +7.9% | +15.4% |
| 3M | +3.6% | -0.9% | +4.5% | +3.4% |
| 6M | +32.9% | +30.2% | +2.7% | +25.5% |
| YTD | +19.5% | +16.3% | +3.2% | +14.6% |
| All | +14.6% | +25.7% | -11.1% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling