+15.0%
MMM vs MP
-40.8%
+55.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +2.2% |
| 7D | +7.0% | -3.6% | +10.6% | +7.1% |
| 30D | +18.4% | -21.0% | +39.4% | +19.5% |
| 3M | +4.5% | -33.3% | +37.8% | +6.3% |
| 6M | +33.4% | -45.9% | +79.4% | +36.9% |
| YTD | +20.0% | -27.8% | +47.8% | +19.4% |
| 1Y | +15.0% | -43.2% | +58.2% | +15.2% |
| All | +15.0% | -40.8% | +55.8% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling