+1,532.7%
MMM vs MDY
+2,662.7%
-1,130.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.3% | +0.1% | -3.5% | -3.4% |
| 30D | -7.0% | -1.5% | -5.5% | -6.1% |
| 3M | +10.8% | +0.8% | +10.1% | +10.2% |
| 6M | +5.8% | +7.4% | -1.7% | +0.8% |
| YTD | +6.8% | +15.2% | -8.4% | -2.8% |
| 1Y | +10.4% | +16.5% | -6.2% | -0.4% |
| 3Y | +104.7% | +46.8% | +57.9% | +59.2% |
| 5Y | +23.6% | +46.0% | -22.5% | -4.2% |
| 10Y | +54.1% | +172.1% | -117.9% | -21.5% |
| All | +1,532.7% | +2,662.7% | -1,130.0% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling