+96.0%
MMM vs PBR
+101.4%
-5.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | -3.2% | +4.2% | -7.5% | -3.5% |
| 30D | -10.7% | +22.7% | -33.4% | -12.2% |
| 3M | +4.3% | +21.5% | -17.2% | +2.5% |
| 6M | +5.9% | +24.0% | -18.1% | +3.1% |
| YTD | +3.2% | +88.2% | -85.1% | -6.5% |
| 1Y | +8.0% | +74.8% | -66.8% | -1.0% |
| All | +96.0% | +101.4% | -5.4% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling