+83.7%
MMM vs MP
+262.7%
-179.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -5.1% | +14.6% | +9.9% |
| 7D | +12.2% | -12.5% | +24.8% | +13.2% |
| 30D | +18.8% | -23.3% | +42.2% | +20.9% |
| 3M | +7.4% | -24.4% | +31.7% | +9.1% |
| 6M | +38.3% | -45.8% | +84.1% | +43.3% |
| YTD | +22.9% | -28.9% | +51.8% | +23.9% |
| 1Y | +23.0% | -34.6% | +57.6% | +24.5% |
| 3Y | +168.4% | +118.7% | +49.7% | +130.8% |
| 5Y | +53.0% | -3.1% | +56.1% | +38.9% |
| All | +83.7% | +262.7% | -179.0% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling