+43.4%
MMM vs Z
-53.4%
+96.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.5% |
| 7D | -0.4% | +0.8% | -1.2% | -0.6% |
| 30D | +12.1% | +5.2% | +7.0% | +11.1% |
| 3M | +1.4% | -17.0% | +18.5% | +3.9% |
| 6M | +26.6% | -22.7% | +49.2% | +30.6% |
| YTD | +16.8% | -56.3% | +73.1% | +31.5% |
| 1Y | +10.1% | -57.7% | +67.7% | +24.5% |
| 3Y | +158.4% | -16.5% | +175.0% | +155.6% |
| All | +43.4% | -53.4% | +96.8% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling