+29.4%
MMM vs RF
+89.8%
-60.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.3% | +1.3% | -4.6% | -3.8% |
| 30D | -7.0% | -3.6% | -3.4% | -5.7% |
| 3M | +10.8% | +8.1% | +2.7% | +7.3% |
| 6M | +5.8% | +11.5% | -5.7% | +1.0% |
| YTD | +6.8% | +15.6% | -8.8% | +0.1% |
| 1Y | +10.4% | +15.7% | -5.3% | +3.2% |
| 3Y | +104.7% | +86.9% | +17.8% | +56.6% |
| All | +29.4% | +89.8% | -60.4% | -2.3% |
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