+104.9%
MMM vs Z
-33.7%
+138.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.5% |
| 7D | -3.3% | -3.0% | -0.3% | -2.9% |
| 30D | -7.0% | -4.2% | -2.8% | -6.6% |
| 3M | +10.8% | -3.7% | +14.5% | +11.0% |
| 6M | +5.8% | -24.5% | +30.3% | +10.1% |
| YTD | +6.8% | -49.3% | +56.1% | +18.6% |
| 1Y | +10.4% | -58.7% | +69.1% | +26.7% |
| All | +104.9% | -33.7% | +138.6% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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