+53.1%
MMM vs PBR
+697.0%
-643.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -2.1% | +5.4% | -7.5% | -2.9% |
| 30D | -9.8% | +22.9% | -32.7% | -12.7% |
| 3M | +4.9% | +19.6% | -14.7% | +1.7% |
| 6M | +7.3% | +16.5% | -9.1% | +4.1% |
| YTD | +4.5% | +86.7% | -82.2% | -6.4% |
| 1Y | +5.4% | +74.7% | -69.4% | -4.8% |
| 3Y | +98.6% | +102.6% | -4.0% | +72.9% |
| 5Y | +27.4% | +566.6% | -539.2% | -13.1% |
| All | +53.1% | +697.0% | -643.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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