+10.1%
MMM vs RF
+18.9%
-8.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | -0.4% | +1.9% | -2.3% | -1.1% |
| 30D | +12.1% | +7.3% | +4.8% | +9.6% |
| 3M | +1.4% | -7.9% | +9.3% | +4.1% |
| 6M | +26.6% | +10.5% | +16.1% | +22.1% |
| YTD | +16.8% | +9.6% | +7.2% | +11.2% |
| 1Y | +10.1% | +20.3% | -10.2% | +0.7% |
| All | +10.1% | +18.9% | -8.8% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling