+43.4%
MMM vs MSCI
+6.7%
+36.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -0.4% | +3.0% | -3.4% | -1.2% |
| 30D | +12.1% | +17.8% | -5.6% | +7.5% |
| 3M | +1.4% | +15.2% | -13.8% | -2.4% |
| 6M | +26.6% | +16.5% | +10.1% | +20.4% |
| YTD | +16.8% | +16.4% | +0.5% | +10.3% |
| 1Y | +10.1% | +16.8% | -6.7% | +3.7% |
| 3Y | +158.4% | +35.8% | +122.7% | +128.6% |
| All | +43.4% | +6.7% | +36.7% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling