+167.2%
MMM vs OMC
+29.2%
+137.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.1% |
| 7D | +5.8% | +5.4% | +0.4% | +4.1% |
| 30D | +17.9% | +15.7% | +2.2% | +12.7% |
| 3M | +3.6% | +4.9% | -1.3% | +1.8% |
| 6M | +32.9% | +17.3% | +15.6% | +25.5% |
| YTD | +19.5% | +13.0% | +6.5% | +13.9% |
| 1Y | +16.5% | +24.1% | -7.5% | +6.4% |
| 3Y | +167.2% | +31.2% | +135.9% | +132.3% |
| All | +167.2% | +29.2% | +137.9% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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