+763.1%
PM vs MMM
+361.2%
+401.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | -3.3% | -1.6% | -3.7% |
| 30D | -3.4% | -7.0% | +3.6% | -0.8% |
| 3M | +5.2% | +10.8% | -5.6% | +0.9% |
| 6M | +3.7% | +5.8% | -2.1% | +1.0% |
| YTD | +15.8% | +6.8% | +9.0% | +12.0% |
| 1Y | +17.4% | +10.4% | +7.0% | +11.5% |
| 3Y | +116.9% | +104.7% | +12.2% | +52.5% |
| 5Y | +117.3% | +23.6% | +93.8% | +88.3% |
| 10Y | +193.8% | +54.1% | +139.6% | +115.8% |
| All | +763.1% | +361.2% | +401.9% | +247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling