+34.1%
MMM vs PL
+28.1%
+6.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -2.1% |
| 7D | +6.2% | -6.8% | +13.0% | +6.6% |
| 30D | +14.2% | -29.3% | +43.5% | +16.6% |
| 3M | +2.9% | -44.8% | +47.7% | +6.7% |
| 6M | +27.6% | -68.4% | +95.9% | +36.1% |
| YTD | +17.3% | -36.4% | +53.6% | +17.1% |
| 1Y | +15.1% | +0.7% | +14.4% | +9.9% |
| 3Y | +157.1% | +455.3% | -298.2% | +98.3% |
| 5Y | +45.1% | +22.7% | +22.4% | +17.7% |
| All | +34.1% | +28.1% | +6.1% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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