+104.8%
MMM vs RUN
-35.6%
+140.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.8% |
| 7D | -1.6% | +10.2% | -11.8% | -2.1% |
| 30D | -8.0% | -9.6% | +1.6% | -7.6% |
| 3M | +9.4% | -31.5% | +40.9% | +11.2% |
| 6M | +10.2% | -18.7% | +28.9% | +10.8% |
| YTD | +6.1% | -49.9% | +56.0% | +8.6% |
| 1Y | +10.8% | -45.5% | +56.3% | +12.6% |
| 3Y | +104.8% | -34.1% | +138.9% | +93.7% |
| All | +104.8% | -35.6% | +140.4% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling