+96.0%
MMM vs SU
+120.3%
-24.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.2% | +1.7% | -4.9% | -3.5% |
| 30D | -10.7% | +9.6% | -20.3% | -11.9% |
| 3M | +4.3% | +11.7% | -7.4% | +2.5% |
| 6M | +5.9% | +21.9% | -16.0% | +1.2% |
| YTD | +3.2% | +58.6% | -55.5% | -8.0% |
| 1Y | +8.0% | +66.5% | -58.5% | -5.0% |
| All | +96.0% | +120.3% | -24.2% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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