+228.9%
ARM vs MMM
+156.3%
+72.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.4% |
| 7D | -15.2% | +6.2% | -21.4% | -17.9% |
| 30D | -40.7% | +14.2% | -54.9% | -44.8% |
| 3M | -39.1% | +2.9% | -42.0% | -40.1% |
| 6M | -26.4% | +27.6% | -54.0% | -35.3% |
| YTD | +59.7% | +17.3% | +42.5% | +45.8% |
| 1Y | +10.3% | +15.1% | -4.7% | +1.6% |
| 3Y | +228.9% | +157.1% | +71.7% | +142.2% |
| All | +228.9% | +156.3% | +72.6% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling