+3,172.5%
MMM vs MTB
+7,621.0%
-4,448.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.7% |
| 7D | +7.0% | -0.7% | +7.6% | +7.2% |
| 30D | +18.4% | +1.4% | +17.0% | +17.9% |
| 3M | +4.5% | -11.6% | +16.1% | +8.8% |
| 6M | +33.4% | +5.4% | +28.0% | +31.0% |
| YTD | +20.0% | +11.7% | +8.2% | +15.4% |
| 1Y | +15.0% | +20.5% | -5.5% | +7.9% |
| 3Y | +165.0% | +104.5% | +60.5% | +108.2% |
| 5Y | +47.9% | +65.1% | -17.2% | +21.5% |
| 10Y | +79.6% | +119.5% | -39.9% | +26.6% |
| All | +3,172.5% | +7,621.0% | -4,448.5% | +839.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling