+126,856.8%
APH vs MMM
+2,623.6%
+124,233.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.4% | -2.6% | +3.0% | +1.8% |
| 30D | -8.0% | +17.4% | -25.4% | -15.4% |
| 3M | -5.0% | +3.6% | -8.6% | -7.4% |
| 6M | +29.9% | +33.0% | -3.1% | +11.6% |
| YTD | +18.0% | +19.6% | -1.7% | +6.1% |
| 1Y | +11.3% | +14.0% | -2.7% | +2.4% |
| 3Y | +274.9% | +164.3% | +110.6% | +118.6% |
| 5Y | +300.6% | +49.3% | +251.3% | +206.2% |
| 10Y | +944.2% | +78.4% | +865.9% | +612.7% |
| All | +126,856.8% | +2,623.6% | +124,233.1% | +38,737.2% |
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