+2.8%
MMM vs MDLN
-2.7%
+5.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.7% |
| 7D | -2.6% | -6.2% | +3.6% | -2.1% |
| 30D | -9.3% | +0.7% | -10.0% | -9.4% |
| 3M | +5.6% | -5.4% | +11.0% | +6.2% |
| 6M | +9.5% | -21.6% | +31.0% | +11.3% |
| YTD | +4.1% | -18.9% | +23.1% | +6.3% |
| All | +2.8% | -2.7% | +5.5% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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