+26.1%
MMM vs PNR
-20.5%
+46.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.0% |
| 7D | -2.6% | -3.9% | +1.3% | -0.8% |
| 30D | -9.3% | -13.8% | +4.5% | -3.0% |
| 3M | +5.6% | -22.5% | +28.1% | +17.2% |
| 6M | +9.5% | -37.2% | +46.6% | +34.2% |
| YTD | +4.1% | -44.2% | +48.4% | +34.9% |
| 1Y | +9.4% | -46.6% | +56.0% | +45.1% |
| 3Y | +101.0% | -12.5% | +113.5% | +105.2% |
| 5Y | +26.1% | -19.3% | +45.5% | +24.0% |
| All | +26.1% | -20.5% | +46.6% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling