+995.4%
MU vs MMM
+164.6%
+830.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.3% | +12.1% | +12.0% |
| 7D | +2.0% | -2.6% | +4.6% | +3.4% |
| 30D | -18.0% | +17.4% | -35.4% | -23.7% |
| 3M | -6.6% | +3.6% | -10.2% | -8.3% |
| 6M | +2.0% | +33.0% | -31.0% | -10.8% |
| YTD | +184.5% | +19.6% | +164.8% | +158.9% |
| 1Y | +236.9% | +14.0% | +222.8% | +213.9% |
| All | +995.4% | +164.6% | +830.8% | +743.2% |
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