+45.3%
MMM vs RF
+42.5%
+2.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +6.2% | -0.9% | +7.1% | +6.7% |
| 30D | +14.2% | +6.0% | +8.2% | +11.6% |
| 3M | +2.9% | -8.9% | +11.8% | +6.8% |
| 6M | +27.6% | +2.3% | +25.2% | +26.1% |
| YTD | +17.3% | +7.6% | +9.7% | +13.1% |
| 1Y | +15.1% | +21.2% | -6.1% | +5.5% |
| 3Y | +157.1% | +108.5% | +48.6% | +89.0% |
| All | +45.3% | +42.5% | +2.8% | +19.2% |
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