+157.1%
MMM vs RF
+104.8%
+52.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +6.2% | -0.9% | +7.1% | +6.7% |
| 30D | +14.2% | +6.0% | +8.2% | +11.4% |
| 3M | +2.9% | -8.9% | +11.8% | +7.2% |
| 6M | +27.6% | +2.3% | +25.2% | +25.8% |
| YTD | +17.3% | +7.6% | +9.7% | +12.4% |
| 1Y | +15.1% | +21.2% | -6.1% | +4.2% |
| 3Y | +157.1% | +108.5% | +48.6% | +89.8% |
| All | +157.1% | +104.8% | +52.3% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling