+1,100.9%
MMM vs MKSI
+2,206.8%
-1,106.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | -1.6% | +7.7% | -9.3% | -2.8% |
| 30D | -8.0% | -12.9% | +4.9% | -6.1% |
| 3M | +9.4% | -14.8% | +24.2% | +10.7% |
| 6M | +10.2% | +26.6% | -16.4% | +4.1% |
| YTD | +6.1% | +66.6% | -60.5% | -4.6% |
| 1Y | +10.8% | +144.6% | -133.8% | -7.1% |
| 3Y | +104.8% | +193.1% | -88.4% | +61.1% |
| 5Y | +27.0% | +88.6% | -61.6% | +4.4% |
| 10Y | +53.8% | +490.9% | -437.1% | +1.9% |
| All | +1,100.9% | +2,206.8% | -1,106.0% | +606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling