+343.4%
MMM vs MSCI
+2,756.4%
-2,413.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -7.0% | +0.6% | -7.6% | -7.2% |
| 3M | +10.8% | -7.1% | +17.9% | +12.3% |
| 6M | +5.8% | +0.8% | +4.9% | +4.5% |
| YTD | +6.8% | +1.0% | +5.8% | +4.9% |
| 1Y | +10.4% | +4.3% | +6.1% | +7.1% |
| 3Y | +104.7% | +9.9% | +94.7% | +93.2% |
| 5Y | +23.6% | -6.8% | +30.3% | +19.2% |
| 10Y | +54.1% | +614.7% | -560.5% | -20.9% |
| All | +343.4% | +2,756.4% | -2,413.0% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling