+160.9%
MMM vs S
+42.2%
+118.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -0.8% |
| 7D | -0.8% | +4.1% | -4.9% | -1.2% |
| 30D | +14.4% | -7.2% | +21.6% | +15.0% |
| 3M | +1.8% | 0.0% | +1.8% | +1.2% |
| 6M | +31.3% | +41.6% | -10.3% | +25.2% |
| YTD | +18.0% | +48.6% | -30.6% | +11.1% |
| 1Y | +10.9% | +30.0% | -19.2% | +6.2% |
| All | +160.9% | +42.2% | +118.8% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling