+393.9%
MMM vs MSCI
+3,169.6%
-2,775.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.4% |
| 7D | +5.9% | +6.0% | -0.2% | +4.2% |
| 30D | +14.7% | +18.2% | -3.5% | +9.6% |
| 3M | +3.6% | +15.1% | -11.5% | -0.4% |
| 6M | +32.7% | +13.7% | +19.0% | +27.1% |
| YTD | +18.9% | +15.6% | +3.3% | +12.6% |
| 1Y | +16.4% | +16.3% | +0.1% | +9.9% |
| 3Y | +159.8% | +36.9% | +122.9% | +130.9% |
| 5Y | +47.2% | +6.3% | +40.9% | +37.3% |
| 10Y | +86.5% | +823.0% | -736.5% | -10.8% |
| All | +393.9% | +3,169.6% | -2,775.8% | +58.3% |
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