+54.4%
MMM vs PR
+109.1%
-54.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -3.3% | +2.9% | -6.2% | -3.5% |
| 30D | -7.0% | +18.0% | -25.1% | -7.9% |
| 3M | +10.8% | +16.9% | -6.0% | +9.7% |
| 6M | +5.8% | +28.2% | -22.4% | +4.0% |
| YTD | +6.8% | +69.3% | -62.6% | +3.2% |
| 1Y | +10.4% | +69.5% | -59.1% | +6.6% |
| 3Y | +104.7% | +81.7% | +23.0% | +95.7% |
| 5Y | +23.6% | +422.2% | -398.7% | +11.2% |
| All | +54.4% | +109.1% | -54.6% | +53.2% |
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