+160.8%
MMM vs MP
+104.2%
+56.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.9% | -2.9% |
| 7D | +5.9% | -19.0% | +24.8% | +6.8% |
| 30D | +14.7% | -30.5% | +45.2% | +16.5% |
| 3M | +3.6% | -29.6% | +33.2% | +5.0% |
| 6M | +32.7% | -50.4% | +83.2% | +36.4% |
| YTD | +18.9% | -33.2% | +52.2% | +19.9% |
| 1Y | +16.4% | -38.6% | +55.0% | +17.6% |
| All | +160.8% | +104.2% | +56.5% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling