-27.8%
AAL vs MMM
+406.7%
-434.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -3.7% | -3.3% | -0.4% | -0.6% |
| 30D | -20.8% | -7.0% | -13.8% | -15.1% |
| 3M | -1.3% | +10.8% | -12.1% | -10.6% |
| 6M | +5.4% | +5.8% | -0.4% | -0.4% |
| YTD | -14.4% | +6.8% | -21.1% | -20.3% |
| 1Y | +2.1% | +10.4% | -8.3% | -8.9% |
| 3Y | -10.6% | +104.7% | -115.2% | -60.5% |
| 5Y | -32.2% | +23.6% | -55.8% | -50.6% |
| 10Y | -62.7% | +54.1% | -116.8% | -80.7% |
| All | -27.8% | +406.7% | -434.5% | -91.5% |
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