+46.9%
PM vs MMM
+22.1%
+24.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.5% | -8.0% | -0.1% |
| 7D | +4.3% | +12.2% | -8.0% | +2.1% |
| 30D | +11.5% | +18.8% | -7.4% | +8.0% |
| 3M | +13.0% | +7.4% | +5.7% | +11.7% |
| 6M | +25.9% | +38.3% | -12.4% | +17.8% |
| YTD | +34.0% | +22.9% | +11.1% | +31.0% |
| 1Y | +46.9% | +23.0% | +23.9% | +43.1% |
| All | +46.9% | +22.1% | +24.8% | +43.1% |
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