-39.3%
APP vs MMM
+16.9%
-56.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.5% |
| 7D | +61.1% | +7.0% | +54.1% | +59.6% |
| 30D | +42.8% | +18.4% | +24.4% | +42.5% |
| 3M | +16.7% | +4.5% | +12.2% | +15.1% |
| 6M | -15.6% | +33.4% | -49.0% | -12.8% |
| YTD | -41.3% | +20.0% | -61.3% | -39.7% |
| 1Y | -39.3% | +15.0% | -54.3% | -37.6% |
| All | -39.3% | +16.9% | -56.2% | -37.6% |
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