+333.0%
APP vs MMM
+24.5%
+308.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | -3.3% | +4.2% | +2.6% |
| 30D | -23.3% | -7.0% | -16.3% | -20.4% |
| 3M | -42.6% | +10.8% | -53.5% | -45.9% |
| 6M | -33.6% | +5.8% | -39.4% | -36.2% |
| YTD | -52.4% | +6.8% | -59.2% | -55.1% |
| 1Y | -35.9% | +10.4% | -46.3% | -41.0% |
| 3Y | +642.2% | +104.7% | +537.5% | +374.9% |
| All | +333.0% | +24.5% | +308.5% | +214.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling