+43.4%
MMM vs MDB
-41.3%
+84.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.9% |
| 7D | -0.4% | +6.8% | -7.2% | -0.8% |
| 30D | +12.1% | -6.2% | +18.3% | +12.5% |
| 3M | +1.4% | -29.2% | +30.7% | +3.3% |
| 6M | +26.6% | +10.3% | +16.3% | +24.2% |
| YTD | +16.8% | -20.4% | +37.2% | +16.8% |
| 1Y | +10.1% | -4.8% | +14.9% | +8.2% |
| 3Y | +158.4% | -11.6% | +170.0% | +146.2% |
| All | +43.4% | -41.3% | +84.7% | +28.6% |
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