+214.0%
ARM vs MMM
+159.9%
+54.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.2% | -9.9% | -11.6% |
| 7D | -27.1% | +5.9% | -33.0% | -29.2% |
| 30D | -44.9% | +14.7% | -59.6% | -48.8% |
| 3M | -39.3% | +3.6% | -42.9% | -40.5% |
| 6M | -20.2% | +32.7% | -52.9% | -31.1% |
| YTD | +52.5% | +18.9% | +33.6% | +38.3% |
| 1Y | +4.1% | +16.4% | -12.3% | -4.7% |
| All | +214.0% | +159.9% | +54.1% | +129.8% |
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 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