+265.1%
MU vs MMM
+22.1%
+243.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.5% | -16.5% | -8.0% |
| 7D | -19.1% | +12.2% | -31.4% | -20.5% |
| 30D | -25.2% | +18.8% | -44.1% | -27.8% |
| 3M | -10.9% | +7.4% | -18.3% | -11.2% |
| 6M | +38.0% | +38.3% | -0.3% | +27.6% |
| YTD | +178.8% | +22.9% | +156.0% | +160.5% |
| 1Y | +265.1% | +23.0% | +242.1% | +221.9% |
| All | +265.1% | +22.1% | +243.1% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling