+119.6%
PM vs MMM
+105.0%
+14.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | -3.3% | -1.6% | -4.5% |
| 30D | -3.4% | -7.0% | +3.6% | -2.6% |
| 3M | +5.2% | +10.8% | -5.6% | +4.0% |
| 6M | +3.7% | +5.8% | -2.1% | +3.0% |
| YTD | +15.8% | +6.8% | +9.0% | +14.9% |
| 1Y | +17.4% | +10.4% | +7.0% | +16.1% |
| All | +119.6% | +105.0% | +14.6% | +96.2% |
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