+104.9%
MMM vs MPC
+181.4%
-76.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -3.3% | +5.4% | -8.8% | -4.2% |
| 30D | -7.0% | +31.0% | -38.0% | -11.3% |
| 3M | +10.8% | +46.0% | -35.2% | +3.4% |
| 6M | +5.8% | +77.3% | -71.5% | -6.1% |
| YTD | +6.8% | +141.9% | -135.1% | -12.8% |
| 1Y | +10.4% | +120.9% | -110.5% | -8.1% |
| All | +104.9% | +181.4% | -76.5% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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