+75.6%
MMM vs P
+652.0%
-576.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -0.8% | +11.6% | -12.4% | -2.3% |
| 30D | +11.7% | -23.7% | +35.4% | +15.0% |
| 3M | +1.0% | -8.0% | +9.0% | +0.8% |
| 6M | +26.0% | +27.9% | -1.9% | +18.8% |
| YTD | +16.3% | +61.2% | -44.8% | +5.0% |
| 1Y | +9.6% | +28.6% | -19.0% | +1.3% |
| 3Y | +157.3% | +200.5% | -43.1% | +97.0% |
| 5Y | +42.5% | +282.9% | -240.5% | +2.0% |
| All | +75.6% | +652.0% | -576.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling