+75.4%
MMM vs MP
+257.7%
-182.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -1.7% |
| 7D | +6.2% | -10.5% | +16.7% | +7.0% |
| 30D | +14.2% | -23.5% | +37.7% | +16.2% |
| 3M | +2.9% | -25.4% | +28.3% | +4.7% |
| 6M | +27.6% | -51.3% | +78.8% | +33.2% |
| YTD | +17.3% | -29.9% | +47.2% | +18.4% |
| 1Y | +15.1% | -31.8% | +46.9% | +16.1% |
| 3Y | +157.1% | +127.0% | +30.1% | +120.2% |
| 5Y | +45.1% | -3.3% | +48.4% | +31.8% |
| All | +75.4% | +257.7% | -182.3% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling