+79.4%
MMM vs MP
+268.3%
-188.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +2.1% |
| 7D | +7.0% | -3.6% | +10.6% | +7.2% |
| 30D | +18.4% | -21.0% | +39.4% | +20.2% |
| 3M | +4.5% | -33.3% | +37.8% | +7.2% |
| 6M | +33.4% | -45.9% | +79.4% | +38.3% |
| YTD | +20.0% | -27.8% | +47.8% | +20.9% |
| 1Y | +15.0% | -43.2% | +58.2% | +17.7% |
| 3Y | +165.0% | +144.0% | +20.9% | +125.7% |
| 5Y | +47.9% | -6.1% | +54.0% | +34.4% |
| All | +79.4% | +268.3% | -188.9% | +45.0% |
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