+10.1%
MMM vs MDY
+14.2%
-4.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -0.4% | +2.3% | -2.6% | -2.3% |
| 30D | +12.1% | +2.0% | +10.1% | +10.4% |
| 3M | +1.4% | -5.6% | +7.1% | +6.5% |
| 6M | +26.6% | +1.3% | +25.3% | +25.1% |
| YTD | +16.8% | +12.3% | +4.5% | +5.9% |
| 1Y | +10.1% | +15.8% | -5.7% | -2.3% |
| All | +10.1% | +14.2% | -4.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling