+79.5%
MMM vs XYZ
+638.9%
-559.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.2% |
| 7D | -3.3% | -1.0% | -2.3% | -3.2% |
| 30D | -7.0% | -1.7% | -5.3% | -6.9% |
| 3M | +10.8% | +16.7% | -5.9% | +8.3% |
| 6M | +5.8% | +26.9% | -21.1% | +2.0% |
| YTD | +6.8% | +27.1% | -20.4% | +2.4% |
| 1Y | +10.4% | +9.3% | +1.1% | +7.8% |
| 3Y | +104.7% | +42.3% | +62.4% | +87.5% |
| 5Y | +23.6% | -69.3% | +92.9% | +28.1% |
| 10Y | +54.1% | +586.8% | -532.7% | +9.4% |
| All | +79.5% | +638.9% | -559.4% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling