+80.3%
MMM vs PR
+66.0%
+14.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | +6.2% | -16.4% | +22.6% | +7.2% |
| 30D | +14.2% | -1.9% | +16.1% | +14.2% |
| 3M | +2.9% | +8.0% | -5.0% | +2.3% |
| 6M | +27.6% | +4.1% | +23.5% | +26.9% |
| YTD | +17.3% | +58.7% | -41.4% | +13.6% |
| 1Y | +15.1% | +75.8% | -60.7% | +10.7% |
| 3Y | +157.1% | +73.2% | +84.0% | +146.3% |
| 5Y | +45.1% | +230.1% | -185.0% | +33.1% |
| All | +80.3% | +66.0% | +14.3% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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