+9.4%
MMM vs RUN
-48.0%
+57.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.5% |
| 7D | -2.6% | -1.8% | -0.8% | -2.4% |
| 30D | -9.3% | -10.8% | +1.5% | -8.5% |
| 3M | +5.6% | -30.2% | +35.7% | +8.2% |
| 6M | +9.5% | -22.3% | +31.8% | +10.5% |
| YTD | +4.1% | -52.2% | +56.3% | +7.2% |
| 1Y | +9.4% | -45.1% | +54.5% | +15.4% |
| All | +9.4% | -48.0% | +57.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling