+10.9%
MMM vs PL
+10.1%
+0.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.4% |
| 7D | -0.8% | +22.3% | -23.1% | -1.0% |
| 30D | +14.4% | -8.3% | +22.7% | +14.5% |
| 3M | +1.8% | -43.3% | +45.0% | +2.6% |
| 6M | +31.3% | -65.8% | +97.1% | +33.2% |
| YTD | +18.0% | -29.5% | +47.5% | +17.0% |
| 1Y | +10.9% | +11.7% | -0.9% | +7.1% |
| All | +10.9% | +10.1% | +0.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling