+104.8%
MMM vs MDY
+51.1%
+53.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | 0.0% |
| 7D | -1.6% | +1.0% | -2.6% | -2.5% |
| 30D | -8.0% | -3.1% | -4.9% | -5.3% |
| 3M | +9.4% | +1.8% | +7.5% | +7.5% |
| 6M | +10.2% | +10.8% | -0.6% | +0.2% |
| YTD | +6.1% | +14.4% | -8.3% | -6.4% |
| 1Y | +10.8% | +15.2% | -4.4% | -2.9% |
| 3Y | +104.8% | +51.2% | +53.6% | +39.0% |
| All | +104.8% | +51.1% | +53.7% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling