+43.4%
MMM vs RF
+47.5%
-4.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | -0.4% | +1.9% | -2.3% | -1.2% |
| 30D | +12.1% | +7.3% | +4.8% | +9.1% |
| 3M | +1.4% | -7.9% | +9.3% | +4.8% |
| 6M | +26.6% | +10.5% | +16.1% | +21.3% |
| YTD | +16.8% | +9.6% | +7.2% | +11.7% |
| 1Y | +10.1% | +20.3% | -10.2% | +1.2% |
| 3Y | +158.4% | +119.5% | +38.9% | +86.0% |
| All | +43.4% | +47.5% | -4.1% | +16.5% |
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