+10.8%
MMM vs S
+4.5%
+6.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.5% |
| 7D | -1.6% | -5.8% | +4.2% | -1.4% |
| 30D | -8.0% | -9.2% | +1.2% | -7.6% |
| 3M | +9.4% | +23.4% | -14.0% | +8.2% |
| 6M | +10.2% | +36.9% | -26.7% | +7.3% |
| YTD | +6.1% | +29.5% | -23.4% | +3.6% |
| 1Y | +10.8% | +5.4% | +5.4% | +12.3% |
| All | +10.8% | +4.5% | +6.3% | +12.3% |
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