+2,485.5%
MMM vs M
+401.4%
+2,084.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.5% |
| 7D | +6.2% | -4.3% | +10.5% | +7.2% |
| 30D | +14.2% | +1.3% | +12.9% | +13.9% |
| 3M | +2.9% | -7.4% | +10.3% | +4.3% |
| 6M | +27.6% | +18.3% | +9.2% | +22.7% |
| YTD | +17.3% | +7.6% | +9.7% | +14.5% |
| 1Y | +15.1% | +17.4% | -2.3% | +10.2% |
| 3Y | +157.1% | +108.4% | +48.8% | +110.5% |
| 5Y | +45.1% | -10.6% | +55.7% | +32.9% |
| 10Y | +83.9% | -3.2% | +87.0% | +40.4% |
| All | +2,485.5% | +401.4% | +2,084.1% | +1,117.1% |
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 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