+80.3%
MMM vs PWR
+1,833.2%
-1,752.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.7% | -3.1% |
| 7D | +6.2% | -12.9% | +19.1% | +9.3% |
| 30D | +14.2% | -22.8% | +37.1% | +21.4% |
| 3M | +2.9% | -19.0% | +21.9% | +7.3% |
| 6M | +27.6% | -31.1% | +58.7% | +38.3% |
| YTD | +17.3% | +28.3% | -11.0% | +2.3% |
| 1Y | +15.1% | +22.2% | -7.1% | +1.7% |
| 3Y | +157.1% | +222.2% | -65.1% | +53.1% |
| 5Y | +45.1% | +364.2% | -319.0% | -27.5% |
| All | +80.3% | +1,833.2% | -1,752.8% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling