+10.9%
MMM vs MDB
-8.9%
+19.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -0.8% | +11.6% | -12.4% | -0.8% |
| 30D | +14.4% | -8.9% | +23.3% | +14.3% |
| 3M | +1.8% | -22.4% | +24.2% | +1.7% |
| 6M | +31.3% | +10.1% | +21.2% | +31.5% |
| YTD | +18.0% | -19.0% | +37.0% | +19.1% |
| 1Y | +10.9% | -7.0% | +17.9% | +11.3% |
| All | +10.9% | -8.9% | +19.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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