-7.4%
T vs MMM
+16.9%
-24.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +2.6% | +7.0% | -4.4% | +1.5% |
| 30D | -1.1% | +18.4% | -19.5% | -3.5% |
| 3M | -7.7% | +4.5% | -12.2% | -8.8% |
| 6M | -10.6% | +33.4% | -44.1% | -13.2% |
| YTD | -7.5% | +20.0% | -27.4% | -9.6% |
| 1Y | -7.4% | +15.0% | -22.5% | -8.4% |
| All | -7.4% | +16.9% | -24.3% | -8.4% |
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