+86.3%
MMM vs PR
+147.8%
-61.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.9% |
| 7D | +5.9% | -16.5% | +22.4% | +6.9% |
| 30D | +14.7% | -4.5% | +19.3% | +14.9% |
| 3M | +3.6% | +8.5% | -5.0% | +2.9% |
| 6M | +32.7% | -3.3% | +36.1% | +32.6% |
| YTD | +18.9% | +55.7% | -36.8% | +15.3% |
| 1Y | +16.4% | +82.0% | -65.7% | +11.8% |
| 3Y | +159.8% | +62.5% | +97.4% | +149.8% |
| 5Y | +47.2% | +223.9% | -176.7% | +35.3% |
| 10Y | +86.5% | +64.2% | +22.3% | +83.2% |
| All | +86.3% | +147.8% | -61.5% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling