+158.4%
MMM vs MSCI
+34.1%
+124.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -0.4% | +3.0% | -3.4% | -1.0% |
| 30D | +12.1% | +17.8% | -5.6% | +8.6% |
| 3M | +1.4% | +15.2% | -13.8% | -1.4% |
| 6M | +26.6% | +16.5% | +10.1% | +21.5% |
| YTD | +16.8% | +16.4% | +0.5% | +11.5% |
| 1Y | +10.1% | +16.8% | -6.7% | +4.9% |
| 3Y | +158.4% | +35.8% | +122.7% | +141.1% |
| All | +158.4% | +34.1% | +124.3% | +141.1% |
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