+36.2%
MMM vs MDB
+848.0%
-811.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.6% |
| 7D | +6.2% | -11.4% | +17.6% | +6.9% |
| 30D | +14.2% | -13.8% | +28.0% | +15.1% |
| 3M | +2.9% | -15.5% | +18.4% | +3.4% |
| 6M | +27.6% | +17.9% | +9.6% | +24.6% |
| YTD | +17.3% | -25.5% | +42.7% | +17.7% |
| 1Y | +15.1% | -12.1% | +27.2% | +13.9% |
| 3Y | +157.1% | -5.9% | +163.0% | +145.5% |
| 5Y | +45.1% | -43.7% | +88.8% | +37.4% |
| All | +36.2% | +848.0% | -811.7% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling