+44.5%
MMM vs PWR
+423.6%
-379.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.8% | +19.1% | -19.9% | -3.9% |
| 30D | +14.4% | -12.0% | +26.4% | +16.3% |
| 3M | +1.8% | -10.6% | +12.4% | +2.8% |
| 6M | +31.3% | -20.8% | +52.1% | +35.4% |
| YTD | +18.0% | +43.7% | -25.8% | +4.5% |
| 1Y | +10.9% | +35.0% | -24.1% | -0.4% |
| 3Y | +160.6% | +249.4% | -88.8% | +75.7% |
| 5Y | +44.5% | +422.1% | -377.6% | -10.7% |
| All | +44.5% | +423.6% | -379.1% | -10.7% |
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