+19.2%
U vs MMM
+16.4%
+2.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | +32.3% | +5.8% | +26.6% | +30.4% |
| 30D | +9.7% | +17.9% | -8.2% | +6.3% |
| 3M | +19.6% | +3.6% | +16.0% | +18.6% |
| 6M | +82.6% | +32.9% | +49.7% | +72.1% |
| YTD | +16.4% | +19.5% | -3.0% | +12.9% |
| All | +19.2% | +16.4% | +2.8% | +17.2% |
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 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