+361.1%
MMM vs MKTX
+1,445.7%
-1,084.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -8.0% | +1.0% | -9.0% | -8.2% |
| 3M | +9.4% | +41.3% | -31.9% | +2.3% |
| 6M | +10.2% | -11.3% | +21.6% | +11.4% |
| YTD | +6.1% | -8.6% | +14.7% | +6.5% |
| 1Y | +10.8% | -11.1% | +21.8% | +11.6% |
| 3Y | +104.8% | -24.5% | +129.3% | +107.7% |
| 5Y | +27.0% | -61.4% | +88.5% | +42.5% |
| 10Y | +53.8% | +6.8% | +46.9% | +37.1% |
| All | +361.1% | +1,445.7% | -1,084.6% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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