+22.1%
MMM vs PL
+84.9%
-62.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -3.3% | -9.3% | +6.0% | -2.7% |
| 30D | -7.0% | -18.9% | +11.9% | -5.7% |
| 3M | +10.8% | -58.4% | +69.2% | +16.8% |
| 6M | +5.8% | -30.3% | +36.1% | +6.2% |
| YTD | +6.8% | -8.1% | +14.9% | +4.3% |
| 1Y | +10.4% | +180.5% | -170.1% | -3.4% |
| 3Y | +104.7% | +444.1% | -339.5% | +59.0% |
| 5Y | +23.6% | +83.0% | -59.5% | -2.2% |
| All | +22.1% | +84.9% | -62.8% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling