+29.4%
MMM vs MDB
-28.4%
+57.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.4% |
| 7D | -3.3% | -17.4% | +14.1% | -2.1% |
| 30D | -7.0% | -2.0% | -5.0% | -7.1% |
| 3M | +10.8% | -3.0% | +13.8% | +10.6% |
| 6M | +5.8% | +48.7% | -42.9% | +1.6% |
| YTD | +6.8% | -12.1% | +18.9% | +6.5% |
| 1Y | +10.4% | +14.5% | -4.1% | +7.4% |
| 3Y | +104.7% | -6.1% | +110.8% | +95.0% |
| All | +29.4% | -28.4% | +57.8% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling