+47.2%
MMM vs PR
+225.6%
-178.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.7% |
| 7D | +5.9% | -16.5% | +22.4% | +7.8% |
| 30D | +14.7% | -4.5% | +19.3% | +15.0% |
| 3M | +3.6% | +8.5% | -5.0% | +2.1% |
| 6M | +32.7% | -3.3% | +36.1% | +32.4% |
| YTD | +18.9% | +55.7% | -36.8% | +10.9% |
| 1Y | +16.4% | +82.0% | -65.7% | +6.2% |
| 3Y | +159.8% | +62.5% | +97.4% | +136.6% |
| 5Y | +47.2% | +223.9% | -176.7% | +25.3% |
| All | +47.2% | +225.6% | -178.5% | +25.3% |
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