+51.2%
MMM vs PNR
+66.6%
-15.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.3% |
| 7D | -3.2% | -5.5% | +2.2% | -0.6% |
| 30D | -10.7% | -15.6% | +4.9% | -3.2% |
| 3M | +4.3% | -20.2% | +24.5% | +14.6% |
| 6M | +5.9% | -36.6% | +42.5% | +30.0% |
| YTD | +3.2% | -45.0% | +48.1% | +35.3% |
| 1Y | +8.0% | -47.4% | +55.4% | +44.9% |
| 3Y | +99.1% | -13.7% | +112.8% | +104.8% |
| 5Y | +25.7% | -20.8% | +46.5% | +31.5% |
| All | +51.2% | +66.6% | -15.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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