+29.4%
MMM vs PR
+433.6%
-404.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -3.3% | +2.9% | -6.2% | -3.6% |
| 30D | -7.0% | +18.0% | -25.1% | -8.8% |
| 3M | +10.8% | +16.9% | -6.0% | +8.6% |
| 6M | +5.8% | +28.2% | -22.4% | +2.0% |
| YTD | +6.8% | +69.3% | -62.6% | -0.9% |
| 1Y | +10.4% | +69.5% | -59.1% | +2.3% |
| 3Y | +104.7% | +81.7% | +23.0% | +85.0% |
| All | +29.4% | +433.6% | -404.2% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling