+186.6%
MU vs MMM
+16.9%
+169.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -15.2% | +7.0% | -22.2% | -15.5% |
| 30D | -29.5% | +18.4% | -47.9% | -31.5% |
| 3M | -15.8% | +4.5% | -20.3% | -15.4% |
| 6M | -2.9% | +33.4% | -36.3% | -8.0% |
| YTD | +154.2% | +20.0% | +134.3% | +142.7% |
| 1Y | +186.6% | +15.0% | +171.6% | +178.4% |
| All | +186.6% | +16.9% | +169.7% | +178.4% |
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