+883.4%
APH vs MMM
+82.0%
+801.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.8% |
| 7D | -5.9% | +6.2% | -12.1% | -9.0% |
| 30D | -14.8% | +14.2% | -29.0% | -20.5% |
| 3M | -12.4% | +2.9% | -15.3% | -14.2% |
| 6M | +8.1% | +27.6% | -19.5% | -5.0% |
| YTD | +10.9% | +17.3% | -6.3% | +0.9% |
| 1Y | +8.8% | +15.1% | -6.3% | -0.2% |
| 3Y | +262.1% | +157.1% | +104.9% | +111.1% |
| 5Y | +283.1% | +45.1% | +238.0% | +205.8% |
| All | +883.4% | +82.0% | +801.4% | +647.0% |
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