+2,253.9%
MMM vs M
+396.5%
+1,857.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.4% |
| 7D | -3.3% | +4.7% | -8.0% | -4.2% |
| 30D | -7.0% | -9.6% | +2.6% | -5.2% |
| 3M | +10.8% | +0.9% | +10.0% | +10.3% |
| 6M | +5.8% | +22.3% | -16.5% | +1.1% |
| YTD | +6.8% | +6.5% | +0.2% | +4.5% |
| 1Y | +10.4% | +38.8% | -28.4% | +2.3% |
| 3Y | +104.7% | +115.9% | -11.2% | +66.4% |
| 5Y | +23.6% | +28.6% | -5.1% | +4.5% |
| 10Y | +54.1% | -2.5% | +56.7% | +17.5% |
| All | +2,253.9% | +396.5% | +1,857.4% | +1,011.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling