+167.2%
MMM vs MTB
+103.9%
+63.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +0.8% |
| 7D | +5.8% | -0.8% | +6.5% | +6.2% |
| 30D | +17.9% | +2.4% | +15.5% | +16.7% |
| 3M | +3.6% | -10.5% | +14.1% | +9.0% |
| 6M | +32.9% | +6.4% | +26.5% | +28.8% |
| YTD | +19.5% | +12.8% | +6.7% | +12.3% |
| 1Y | +16.5% | +23.3% | -6.7% | +4.8% |
| 3Y | +167.2% | +108.2% | +58.9% | +102.7% |
| All | +167.2% | +103.9% | +63.3% | +102.7% |
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