+767.7%
MMM vs PBR
+1,797.5%
-1,029.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.5% |
| 7D | -3.3% | +8.6% | -11.9% | -4.7% |
| 30D | -7.0% | +12.8% | -19.8% | -9.0% |
| 3M | +10.8% | +14.7% | -3.9% | +7.9% |
| 6M | +5.8% | +25.2% | -19.4% | +1.0% |
| YTD | +6.8% | +77.1% | -70.4% | -4.1% |
| 1Y | +10.4% | +69.6% | -59.2% | -0.3% |
| 3Y | +104.7% | +95.6% | +9.1% | +78.2% |
| 5Y | +23.6% | +501.8% | -478.2% | -14.6% |
| 10Y | +54.1% | +640.6% | -586.4% | -7.7% |
| All | +767.7% | +1,797.5% | -1,029.8% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling