+29.4%
MMM vs MAR
+165.1%
-135.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.3% | -4.2% | +0.8% | -1.7% |
| 30D | -7.0% | -6.7% | -0.3% | -4.5% |
| 3M | +10.8% | -12.5% | +23.3% | +16.3% |
| 6M | +5.8% | +0.6% | +5.2% | +4.9% |
| YTD | +6.8% | +9.1% | -2.3% | +2.5% |
| 1Y | +10.4% | +26.2% | -15.8% | -0.1% |
| 3Y | +104.7% | +68.2% | +36.5% | +67.5% |
| All | +29.4% | +165.1% | -135.7% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling