+446.2%
APP vs MMM
+37.7%
+408.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.2% | +34.2% | +32.5% |
| 7D | +39.7% | +5.9% | +33.8% | +35.4% |
| 30D | +27.7% | +14.7% | +13.0% | +18.9% |
| 3M | -14.8% | +3.6% | -18.3% | -16.7% |
| 6M | -25.5% | +32.7% | -58.3% | -36.2% |
| YTD | -47.2% | +18.9% | -66.1% | -52.8% |
| 1Y | -42.3% | +16.4% | -58.7% | -47.9% |
| 3Y | +806.8% | +159.8% | +647.0% | +419.3% |
| 5Y | +261.6% | +47.2% | +214.5% | +151.2% |
| All | +446.2% | +37.7% | +408.5% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling