+27.6%
MMM vs MDB
+17.9%
+9.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.3% |
| 7D | +6.2% | -11.4% | +17.6% | +5.6% |
| 30D | +14.2% | -13.8% | +28.0% | +13.6% |
| 3M | +2.9% | -15.5% | +18.4% | +3.5% |
| 6M | +27.6% | +17.9% | +9.6% | +33.5% |
| All | +27.6% | +17.9% | +9.7% | +33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling