+19.3%
ARM vs MMM
+22.1%
-2.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +9.5% | -14.8% | -8.7% |
| 7D | -18.7% | +12.2% | -30.9% | -22.6% |
| 30D | -36.7% | +18.8% | -55.5% | -41.6% |
| 3M | -31.6% | +7.4% | -39.0% | -33.3% |
| 6M | -5.6% | +38.3% | -44.0% | -20.3% |
| YTD | +75.5% | +22.9% | +52.6% | +52.5% |
| 1Y | +19.3% | +23.0% | -3.7% | +2.4% |
| All | +19.3% | +22.1% | -2.7% | +2.4% |
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