+43.4%
MMM vs MKSI
+33.5%
+9.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.5% |
| 7D | -0.4% | +12.2% | -12.5% | -2.5% |
| 30D | +12.1% | -8.0% | +20.2% | +13.2% |
| 3M | +1.4% | -29.5% | +30.9% | +7.2% |
| 6M | +26.6% | -31.9% | +58.5% | +32.2% |
| YTD | +16.8% | +35.3% | -18.5% | +4.0% |
| 1Y | +10.1% | +50.3% | -40.2% | -4.4% |
| 3Y | +158.4% | +216.4% | -58.0% | +75.3% |
| All | +43.4% | +33.5% | +9.9% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling