+157.1%
MMM vs MPC
+160.2%
-3.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +6.2% | -16.2% | +22.4% | +8.5% |
| 30D | +14.2% | -15.7% | +29.9% | +16.5% |
| 3M | +2.9% | +24.9% | -22.0% | -1.9% |
| 6M | +27.6% | +52.7% | -25.1% | +16.6% |
| YTD | +17.3% | +131.9% | -114.6% | -4.6% |
| 1Y | +15.1% | +96.6% | -81.6% | -2.3% |
| 3Y | +157.1% | +163.8% | -6.7% | +92.2% |
| All | +157.1% | +160.2% | -3.1% | +92.2% |
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