+45.3%
MMM vs Z
-55.4%
+100.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | +6.2% | -4.6% | +10.8% | +7.0% |
| 30D | +14.2% | +8.3% | +5.9% | +12.6% |
| 3M | +2.9% | -11.6% | +14.5% | +4.4% |
| 6M | +27.6% | -33.6% | +61.2% | +35.0% |
| YTD | +17.3% | -56.7% | +74.0% | +32.3% |
| 1Y | +15.1% | -59.1% | +74.2% | +30.9% |
| 3Y | +157.1% | -20.4% | +177.5% | +156.4% |
| All | +45.3% | -55.4% | +100.7% | +47.2% |
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