+1,059.7%
APH vs MMM
+54.3%
+1,005.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +5.0% | -3.3% | +8.3% | +6.6% |
| 30D | -3.9% | -7.0% | +3.1% | -0.5% |
| 3M | +13.0% | +10.8% | +2.2% | +7.1% |
| 6M | +25.2% | +5.8% | +19.4% | +21.0% |
| YTD | +22.9% | +6.8% | +16.2% | +17.7% |
| 1Y | +47.8% | +10.4% | +37.5% | +38.6% |
| 3Y | +283.0% | +104.7% | +178.3% | +152.7% |
| 5Y | +349.7% | +23.6% | +326.1% | +293.0% |
| All | +1,059.7% | +54.3% | +1,005.4% | +792.1% |
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