+29.4%
MMM vs PWR
+443.9%
-414.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.3% | +3.6% | -6.9% | -4.0% |
| 30D | -7.0% | -8.6% | +1.6% | -5.4% |
| 3M | +10.8% | -13.2% | +24.0% | +13.4% |
| 6M | +5.8% | +9.9% | -4.1% | +1.7% |
| YTD | +6.8% | +48.0% | -41.3% | -4.9% |
| 1Y | +10.4% | +66.2% | -55.8% | -5.1% |
| 3Y | +104.7% | +195.1% | -90.4% | +45.7% |
| All | +29.4% | +443.9% | -414.5% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling