+5.1%
APH vs MMM
+33.1%
-28.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -9.3% |
| 7D | -12.7% | +5.9% | -18.6% | -12.0% |
| 30D | -19.2% | +14.7% | -33.9% | -19.2% |
| 3M | -16.7% | +3.6% | -20.3% | -15.6% |
| 6M | +5.1% | +32.7% | -27.6% | +4.0% |
| All | +5.1% | +33.1% | -28.0% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling