-65.4%
AAL vs MMM
+88.0%
-153.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.6% | +6.1% |
| 7D | +8.3% | +5.8% | +2.5% | +3.9% |
| 30D | +11.0% | +17.9% | -7.0% | -1.7% |
| 3M | -11.2% | +3.6% | -14.8% | -13.6% |
| 6M | +6.1% | +32.9% | -26.8% | -14.1% |
| YTD | -7.6% | +19.5% | -27.1% | -19.4% |
| 1Y | +3.7% | +16.5% | -12.8% | -8.0% |
| 3Y | +20.5% | +167.2% | -146.6% | -45.9% |
| 5Y | -36.4% | +48.2% | -84.6% | -53.3% |
| 10Y | -65.4% | +83.0% | -148.5% | -80.8% |
| All | -65.4% | +88.0% | -153.5% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling