+160.8%
MMM vs PL
+403.1%
-242.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.1% | +6.9% | -2.6% |
| 7D | +5.9% | -20.5% | +26.4% | +7.1% |
| 30D | +14.7% | -38.8% | +53.5% | +17.8% |
| 3M | +3.6% | -49.1% | +52.7% | +7.3% |
| 6M | +32.7% | -69.4% | +102.1% | +40.6% |
| YTD | +18.9% | -42.3% | +61.3% | +19.1% |
| 1Y | +16.4% | -14.2% | +30.6% | +12.3% |
| All | +160.8% | +403.1% | -242.3% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling