+855.4%
MU vs MMM
+156.3%
+699.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.7% |
| 7D | -22.0% | +6.2% | -28.2% | -24.1% |
| 30D | -36.6% | +14.2% | -50.8% | -40.4% |
| 3M | -21.7% | +2.9% | -24.6% | -23.0% |
| 6M | +3.5% | +27.6% | -24.0% | -7.9% |
| YTD | +141.9% | +17.3% | +124.7% | +121.9% |
| 1Y | +189.8% | +15.1% | +174.8% | +168.3% |
| 3Y | +855.4% | +157.1% | +698.3% | +621.6% |
| All | +855.4% | +156.3% | +699.1% | +621.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling