+47.2%
MMM vs RF
+42.4%
+4.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.3% |
| 7D | +5.9% | -1.6% | +7.5% | +6.7% |
| 30D | +14.7% | +5.0% | +9.7% | +12.6% |
| 3M | +3.6% | -10.0% | +13.6% | +8.0% |
| 6M | +32.7% | +3.3% | +29.4% | +30.7% |
| YTD | +18.9% | +7.9% | +11.0% | +14.5% |
| 1Y | +16.4% | +21.2% | -4.9% | +6.7% |
| 3Y | +159.8% | +105.8% | +54.0% | +91.8% |
| 5Y | +47.2% | +43.7% | +3.4% | +20.5% |
| All | +47.2% | +42.4% | +4.7% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling