+165.0%
MMM vs MKC
-21.4%
+186.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.0% |
| 7D | +7.0% | -2.4% | +9.4% | +7.7% |
| 30D | +18.4% | +5.4% | +13.0% | +17.2% |
| 3M | +4.5% | -11.1% | +15.6% | +7.0% |
| 6M | +33.4% | -1.4% | +34.8% | +33.4% |
| YTD | +20.0% | -29.4% | +49.4% | +29.3% |
| 1Y | +15.0% | -24.7% | +39.8% | +21.8% |
| 3Y | +165.0% | -21.8% | +186.8% | +189.4% |
| All | +165.0% | -21.4% | +186.4% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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