+29.4%
MMM vs Z
-64.8%
+94.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.9% |
| 6M | +5.8% | -24.5% | +30.3% | +9.5% |
| YTD | +6.8% | -49.3% | +56.1% | +16.8% |
| 1Y | +10.4% | -58.7% | +69.1% | +24.1% |
| 3Y | +104.7% | -34.1% | +138.8% | +110.9% |
| All | +29.4% | -64.8% | +94.2% | +26.3% |
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