+506.6%
APP vs MMM
+38.8%
+467.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.7% |
| 7D | +61.1% | +7.0% | +54.1% | +55.3% |
| 30D | +42.8% | +18.4% | +24.4% | +30.8% |
| 3M | +16.7% | +4.5% | +12.2% | +13.4% |
| 6M | -15.6% | +33.4% | -49.0% | -27.8% |
| YTD | -41.3% | +20.0% | -61.3% | -47.8% |
| 1Y | -39.3% | +15.0% | -54.3% | -44.8% |
| 3Y | +803.2% | +165.0% | +638.2% | +410.9% |
| 5Y | +313.2% | +47.9% | +265.2% | +185.4% |
| All | +506.6% | +38.8% | +467.8% | +309.7% |
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