+92.0%
MMM vs Z
+25.1%
+66.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.4% |
| 7D | -3.3% | -3.0% | -0.3% | -3.0% |
| 30D | -7.0% | -4.2% | -2.8% | -6.7% |
| 3M | +10.8% | -3.7% | +14.5% | +10.9% |
| 6M | +5.8% | -24.5% | +30.3% | +8.6% |
| YTD | +6.8% | -49.3% | +56.1% | +14.3% |
| 1Y | +10.4% | -58.7% | +69.1% | +20.7% |
| 3Y | +104.7% | -34.1% | +138.8% | +109.3% |
| 5Y | +23.6% | -64.5% | +88.1% | +28.8% |
| 10Y | +54.1% | -0.5% | +54.6% | +32.6% |
| All | +92.0% | +25.1% | +66.9% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling