-6.0%
U vs MMM
+10.4%
-16.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +4.5% | -1.6% | +6.1% | +5.0% |
| 30D | -0.6% | -8.0% | +7.4% | +2.0% |
| 3M | +48.4% | +9.4% | +39.1% | +44.0% |
| 6M | +115.4% | +10.2% | +105.1% | +107.8% |
| YTD | -3.2% | +6.1% | -9.3% | -5.4% |
| 1Y | -6.0% | +10.8% | -16.8% | -11.6% |
| All | -6.0% | +10.4% | -16.4% | -11.6% |
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