+118.7%
MMM vs P
+449.6%
-331.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -16.4% | +13.2% | -1.2% |
| 7D | +5.9% | -31.9% | +37.8% | +10.5% |
| 30D | +14.7% | -36.5% | +51.3% | +20.5% |
| 3M | +3.6% | +11.6% | -8.0% | +0.6% |
| 6M | +32.7% | +25.2% | +7.5% | +25.7% |
| YTD | +18.9% | +39.4% | -20.5% | +10.2% |
| 1Y | +16.4% | -3.7% | +20.1% | +12.4% |
| 3Y | +159.8% | +167.3% | -7.5% | +107.2% |
| 5Y | +47.2% | +237.3% | -190.2% | +11.0% |
| 10Y | +86.5% | +698.6% | -612.2% | +20.9% |
| All | +118.7% | +449.6% | -331.0% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling