+104.8%
MMM vs XYZ
+43.0%
+61.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | -1.6% | +2.9% | -4.4% | -2.1% |
| 30D | -8.0% | +1.4% | -9.4% | -8.3% |
| 3M | +9.4% | +14.6% | -5.2% | +6.8% |
| 6M | +10.2% | +20.8% | -10.5% | +6.2% |
| YTD | +6.1% | +23.1% | -17.0% | +1.6% |
| 1Y | +10.8% | +5.6% | +5.1% | +8.6% |
| 3Y | +104.8% | +50.9% | +53.9% | +70.4% |
| All | +104.8% | +43.0% | +61.7% | +70.4% |
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