+83.0%
MMM vs P
+748.5%
-665.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | +1.1% |
| 7D | +5.8% | -9.6% | +15.4% | +6.9% |
| 30D | +17.9% | -33.4% | +51.4% | +23.6% |
| 3M | +3.6% | +14.2% | -10.6% | +0.1% |
| 6M | +32.9% | +31.6% | +1.3% | +24.5% |
| YTD | +19.5% | +53.5% | -34.0% | +8.6% |
| 1Y | +16.5% | +14.2% | +2.4% | +9.5% |
| 3Y | +167.2% | +190.5% | -23.4% | +105.4% |
| 5Y | +48.2% | +256.3% | -208.1% | +7.3% |
| 10Y | +83.0% | +707.9% | -624.8% | +10.3% |
| All | +83.0% | +748.5% | -665.5% | +10.3% |
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