+29.4%
MMM vs MP
+58.1%
-28.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | 0.0% |
| 7D | -3.3% | -2.9% | -0.5% | -3.1% |
| 30D | -7.0% | +13.8% | -20.8% | -8.1% |
| 3M | +10.8% | -16.7% | +27.5% | +12.0% |
| 6M | +5.8% | -11.5% | +17.3% | +5.7% |
| YTD | +6.8% | +7.9% | -1.2% | +4.4% |
| 1Y | +10.4% | -15.0% | +25.4% | +8.8% |
| 3Y | +104.7% | +153.5% | -48.8% | +66.8% |
| All | +29.4% | +58.1% | -28.6% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling