+158.4%
MMM vs XYZ
+66.0%
+92.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.4% |
| 7D | -0.4% | -1.1% | +0.7% | -0.2% |
| 30D | +12.1% | +11.5% | +0.6% | +10.1% |
| 3M | +1.4% | +1.8% | -0.4% | +0.8% |
| 6M | +26.6% | +21.2% | +5.4% | +22.2% |
| YTD | +16.8% | +29.9% | -13.1% | +10.9% |
| 1Y | +10.1% | +35.8% | -25.7% | +3.6% |
| 3Y | +158.4% | +62.6% | +95.8% | +118.5% |
| All | +158.4% | +66.0% | +92.4% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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