-25.5%
APP vs MMM
+33.1%
-58.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.2% | +34.2% | +31.0% |
| 7D | +39.7% | +5.9% | +33.8% | +36.5% |
| 30D | +27.7% | +14.7% | +13.0% | +25.1% |
| 3M | -14.8% | +3.6% | -18.3% | -17.5% |
| 6M | -25.5% | +32.7% | -58.3% | -15.8% |
| All | -25.5% | +33.1% | -58.6% | -15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling