+185.4%
ARM vs MMM
+142.1%
+43.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -10.4% | +7.0% | -17.3% | -13.5% |
| 30D | -31.8% | +18.4% | -50.2% | -37.7% |
| 3M | -32.2% | +4.5% | -36.7% | -33.9% |
| 6M | -14.9% | +33.4% | -48.3% | -27.2% |
| YTD | +66.0% | +20.0% | +46.1% | +49.6% |
| 1Y | +17.2% | +15.0% | +2.2% | +7.8% |
| 3Y | +247.2% | +165.0% | +82.2% | +115.0% |
| All | +185.4% | +142.1% | +43.3% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling