+157.1%
MMM vs MSCI
+33.6%
+123.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | +6.2% | +2.8% | +3.4% | +5.7% |
| 30D | +14.2% | +15.4% | -1.2% | +11.2% |
| 3M | +2.9% | +13.4% | -10.5% | +0.4% |
| 6M | +27.6% | +10.9% | +16.7% | +23.9% |
| YTD | +17.3% | +13.0% | +4.3% | +12.6% |
| 1Y | +15.1% | +12.0% | +3.1% | +10.8% |
| 3Y | +157.1% | +34.1% | +123.0% | +139.5% |
| All | +157.1% | +33.6% | +123.5% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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