+104.8%
MMM vs MTB
+118.5%
-13.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -1.6% | +2.8% | -4.4% | -2.9% |
| 30D | -8.0% | -4.2% | -3.8% | -6.2% |
| 3M | +9.4% | +7.8% | +1.6% | +5.5% |
| 6M | +10.2% | +14.8% | -4.6% | +3.1% |
| YTD | +6.1% | +20.8% | -14.7% | -3.4% |
| 1Y | +10.8% | +23.1% | -12.3% | -0.2% |
| 3Y | +104.8% | +114.8% | -10.0% | +45.8% |
| All | +104.8% | +118.5% | -13.8% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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