+9.4%
MMM vs MAR
+24.8%
-15.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | -9.3% | -4.7% | -4.6% | -7.5% |
| 3M | +5.6% | -15.6% | +21.2% | +13.1% |
| 6M | +9.5% | +1.2% | +8.2% | +7.1% |
| YTD | +4.1% | +7.5% | -3.4% | -1.4% |
| 1Y | +9.4% | +26.6% | -17.2% | -5.4% |
| All | +9.4% | +24.8% | -15.5% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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