+43.4%
ON vs MMM
+16.9%
+26.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -4.1% | +7.0% | -11.1% | -7.4% |
| 30D | -10.2% | +18.4% | -28.6% | -18.7% |
| 3M | -12.7% | +4.5% | -17.2% | -14.8% |
| 6M | -32.5% | +33.4% | -66.0% | -42.4% |
| YTD | +28.6% | +20.0% | +8.6% | +12.3% |
| 1Y | +43.4% | +15.0% | +28.4% | +31.0% |
| All | +43.4% | +16.9% | +26.5% | +31.0% |
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