+10.9%
MMM vs PR
+76.2%
-65.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.1% |
| 7D | -0.8% | +6.7% | -7.5% | +0.2% |
| 30D | +14.4% | -6.1% | +20.6% | +13.4% |
| 3M | +1.8% | +6.9% | -5.1% | +2.7% |
| 6M | +31.3% | +14.6% | +16.7% | +33.5% |
| YTD | +18.0% | +66.1% | -48.2% | +15.1% |
| 1Y | +10.9% | +77.0% | -66.2% | +8.9% |
| All | +10.9% | +76.2% | -65.4% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling