+80.3%
MMM vs AA
+63.3%
+17.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.9% |
| 7D | +6.2% | +0.9% | +5.3% | +6.1% |
| 30D | +14.2% | -6.7% | +20.9% | +15.5% |
| 3M | +2.9% | -16.3% | +19.3% | +5.8% |
| 6M | +27.6% | -37.1% | +64.7% | +36.8% |
| YTD | +17.3% | -25.0% | +42.3% | +20.3% |
| 1Y | +15.1% | +8.6% | +6.5% | +9.7% |
| 3Y | +157.1% | +57.2% | +99.9% | +118.8% |
| 5Y | +45.1% | -13.0% | +58.1% | +29.2% |
| All | +80.3% | +63.3% | +17.0% | +24.1% |
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