+42.8%
MMM vs RF
+47.5%
-4.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.9% |
| 7D | -0.8% | +1.9% | -2.7% | -1.6% |
| 30D | +11.7% | +7.3% | +4.3% | +8.6% |
| 3M | +1.0% | -7.9% | +8.9% | +4.4% |
| 6M | +26.0% | +10.5% | +15.5% | +20.7% |
| YTD | +16.3% | +9.6% | +6.7% | +11.3% |
| 1Y | +9.6% | +20.3% | -10.7% | +0.8% |
| 3Y | +157.3% | +119.5% | +37.8% | +85.2% |
| All | +42.8% | +47.5% | -4.7% | +16.1% |
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