+38.3%
MMM vs PR
+2.9%
+35.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -6.5% | +16.1% | +8.3% |
| 7D | +12.2% | -12.1% | +24.3% | +10.1% |
| 30D | +18.8% | +0.9% | +17.9% | +18.3% |
| 3M | +7.4% | +10.1% | -2.8% | +8.6% |
| 6M | +38.3% | +1.1% | +37.2% | +39.0% |
| All | +38.3% | +2.9% | +35.4% | +39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling