+23.0%
MMM vs S
+36.5%
-13.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.6% | +7.9% | +9.6% |
| 7D | +12.2% | -8.2% | +20.4% | +12.2% |
| 30D | +18.8% | -7.6% | +26.5% | +18.7% |
| 3M | +7.4% | +12.0% | -4.6% | +7.4% |
| 6M | +38.3% | +50.6% | -12.3% | +37.5% |
| YTD | +22.9% | +56.6% | -33.7% | +20.7% |
| 1Y | +23.0% | +39.2% | -16.2% | +22.6% |
| All | +23.0% | +36.5% | -13.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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