+157.1%
MMM vs PWR
+221.0%
-63.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.7% | -2.2% |
| 7D | +6.2% | -12.9% | +19.1% | +7.6% |
| 30D | +14.2% | -22.8% | +37.1% | +17.8% |
| 3M | +2.9% | -19.0% | +21.9% | +5.1% |
| 6M | +27.6% | -31.1% | +58.7% | +34.0% |
| YTD | +17.3% | +28.2% | -11.0% | +6.3% |
| 1Y | +15.1% | +22.2% | -7.1% | +5.3% |
| 3Y | +157.1% | +222.1% | -65.0% | +73.4% |
| All | +157.1% | +221.0% | -63.9% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling