-38.4%
MUU vs MMM
+32.9%
-71.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | -0.3% | +24.4% | +24.2% |
| 7D | -2.5% | -2.6% | +0.1% | -1.7% |
| 30D | -39.7% | +17.4% | -57.1% | -41.6% |
| 3M | -27.4% | +3.6% | -31.0% | -23.6% |
| 6M | -38.4% | +33.0% | -71.5% | -31.5% |
| All | -38.4% | +32.9% | -71.3% | -31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling