+2,812.9%
MMM vs PNR
+3,652.8%
-840.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.3% | -2.4% | -0.9% | -2.6% |
| 30D | -7.0% | -12.8% | +5.7% | -3.0% |
| 3M | +10.8% | -17.0% | +27.8% | +16.6% |
| 6M | +5.8% | -37.4% | +43.2% | +21.5% |
| YTD | +6.8% | -41.6% | +48.4% | +25.0% |
| 1Y | +10.4% | -44.6% | +55.0% | +31.4% |
| 3Y | +104.7% | -12.1% | +116.8% | +109.7% |
| 5Y | +23.6% | -17.4% | +40.9% | +27.4% |
| 10Y | +54.1% | +64.0% | -9.9% | +27.0% |
| All | +2,812.9% | +3,652.8% | -840.0% | +1,298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling