+97.9%
MMM vs PNR
-13.0%
+110.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.1% |
| 7D | -2.6% | -3.9% | +1.3% | -0.9% |
| 30D | -9.3% | -13.8% | +4.5% | -3.4% |
| 3M | +5.6% | -22.5% | +28.1% | +16.3% |
| 6M | +9.5% | -37.2% | +46.6% | +33.4% |
| YTD | +4.1% | -44.2% | +48.4% | +34.2% |
| 1Y | +9.4% | -46.6% | +56.0% | +44.5% |
| All | +97.9% | -13.0% | +110.9% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling