+165.0%
MMM vs MDY
+58.3%
+106.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | +7.0% | 0.0% | +7.0% | +6.9% |
| 30D | +18.4% | +1.0% | +17.4% | +17.4% |
| 3M | +4.5% | -4.1% | +8.6% | +8.5% |
| 6M | +33.4% | +0.6% | +32.8% | +32.5% |
| YTD | +20.0% | +12.9% | +7.0% | +7.2% |
| 1Y | +15.0% | +14.6% | +0.4% | +1.3% |
| 3Y | +165.0% | +57.1% | +107.9% | +85.5% |
| All | +165.0% | +58.3% | +106.7% | +85.5% |
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