+160.9%
MMM vs MDB
-9.7%
+170.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -0.8% | +11.6% | -12.4% | -1.3% |
| 30D | +14.4% | -8.9% | +23.3% | +14.7% |
| 3M | +1.8% | -22.4% | +24.2% | +2.6% |
| 6M | +31.3% | +10.1% | +21.2% | +29.6% |
| YTD | +18.0% | -19.0% | +37.0% | +18.3% |
| 1Y | +10.9% | -7.0% | +17.9% | +9.9% |
| All | +160.9% | -9.7% | +170.7% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling