+54.7%
MMM vs AA
+121.9%
-67.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.5% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -9.3% | -1.6% | -7.7% | -9.2% |
| 3M | +5.6% | -29.8% | +35.4% | +11.6% |
| 6M | +9.5% | -16.6% | +26.1% | +11.2% |
| YTD | +4.1% | -4.0% | +8.2% | +2.4% |
| 1Y | +9.4% | +63.5% | -54.1% | -3.5% |
| 3Y | +101.0% | +86.8% | +14.2% | +66.0% |
| 5Y | +26.1% | +12.4% | +13.7% | +6.9% |
| 10Y | +54.7% | +132.3% | -77.6% | -2.0% |
| All | +54.7% | +121.9% | -67.2% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling