-32.7%
APP vs MMM
+12.5%
-45.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.8% |
| 7D | +10.6% | -0.8% | +11.4% | +10.5% |
| 30D | +44.6% | +14.4% | +30.2% | +43.8% |
| 3M | +29.6% | +1.8% | +27.8% | +27.6% |
| 6M | -19.8% | +31.3% | -51.1% | -17.5% |
| YTD | -41.6% | +18.0% | -59.5% | -40.3% |
| 1Y | -32.7% | +10.9% | -43.6% | -29.8% |
| All | -32.7% | +12.5% | -45.1% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling