+104.8%
MMM vs MKC
-29.9%
+134.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | -4.3% | +2.8% | -0.7% |
| 30D | -8.0% | -2.0% | -6.0% | -7.7% |
| 3M | +9.4% | +10.0% | -0.6% | +6.7% |
| 6M | +10.2% | -18.5% | +28.8% | +15.8% |
| YTD | +6.1% | -22.4% | +28.5% | +12.6% |
| 1Y | +10.8% | -23.6% | +34.4% | +17.9% |
| 3Y | +104.8% | -30.4% | +135.2% | +120.8% |
| All | +104.8% | -29.9% | +134.6% | +120.8% |
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