+27.6%
MMM vs M
+19.3%
+8.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.1% |
| 7D | +6.2% | -4.3% | +10.5% | +7.5% |
| 30D | +14.2% | +1.3% | +12.9% | +14.4% |
| 3M | +2.9% | -7.4% | +10.3% | +4.6% |
| 6M | +27.6% | +18.3% | +9.2% | +29.1% |
| All | +27.6% | +19.3% | +8.3% | +29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling