+23.0%
MMM vs MKSI
+40.1%
-17.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -5.0% | +14.5% | +9.8% |
| 7D | +12.2% | -10.7% | +22.9% | +13.0% |
| 30D | +18.8% | -30.5% | +49.3% | +22.0% |
| 3M | +7.4% | -39.2% | +46.5% | +11.2% |
| 6M | +38.3% | -33.0% | +71.3% | +39.9% |
| YTD | +22.9% | +22.3% | +0.5% | +17.1% |
| 1Y | +23.0% | +42.7% | -19.7% | +15.5% |
| All | +23.0% | +40.1% | -17.1% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling