+110.9%
MMM vs Z
+6.9%
+104.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.1% |
| 7D | +6.2% | -4.6% | +10.8% | +6.8% |
| 30D | +14.2% | +8.3% | +5.9% | +13.0% |
| 3M | +2.9% | -11.6% | +14.5% | +4.0% |
| 6M | +27.6% | -33.6% | +61.2% | +32.7% |
| YTD | +17.3% | -56.7% | +74.0% | +27.4% |
| 1Y | +15.1% | -59.1% | +74.2% | +25.8% |
| 3Y | +157.1% | -20.4% | +177.5% | +157.9% |
| 5Y | +45.1% | -55.3% | +100.4% | +49.6% |
| 10Y | +83.9% | -14.2% | +98.1% | +60.5% |
| All | +110.9% | +6.9% | +104.0% | +79.6% |
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