+80.3%
MMM vs P
+713.7%
-633.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.9% |
| 7D | +6.2% | -23.8% | +30.0% | +9.6% |
| 30D | +14.2% | -36.6% | +50.8% | +20.4% |
| 3M | +2.9% | +10.9% | -8.0% | -0.2% |
| 6M | +27.6% | +30.0% | -2.4% | +19.6% |
| YTD | +17.3% | +44.4% | -27.1% | +7.4% |
| 1Y | +15.1% | +3.9% | +11.2% | +9.5% |
| 3Y | +157.1% | +176.6% | -19.5% | +98.9% |
| 5Y | +45.1% | +249.3% | -204.2% | +5.1% |
| All | +80.3% | +713.7% | -633.4% | +9.4% |
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