+12.6%
MMM vs Q
+74.5%
-61.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.2% |
| 7D | -0.8% | +11.5% | -12.3% | -1.7% |
| 30D | +14.4% | -0.2% | +14.6% | +14.4% |
| 3M | +1.8% | -13.6% | +15.4% | +2.8% |
| 6M | +31.3% | -27.0% | +58.3% | +34.2% |
| YTD | +18.0% | +50.5% | -32.6% | +13.7% |
| 1Y | +10.9% | +33.8% | -22.9% | +7.1% |
| All | +12.6% | +74.5% | -61.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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