+10.4%
MMM vs AA
+63.2%
-52.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.3% |
| 7D | -3.3% | -0.7% | -2.6% | -3.3% |
| 30D | -7.0% | +5.0% | -12.0% | -7.3% |
| 3M | +10.8% | -35.8% | +46.6% | +13.0% |
| 6M | +5.8% | -18.4% | +24.2% | +5.9% |
| YTD | +6.8% | -5.5% | +12.2% | +5.0% |
| 1Y | +10.4% | +61.0% | -50.6% | +0.8% |
| All | +10.4% | +63.2% | -52.8% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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