+10.8%
MMM vs AA
+62.9%
-52.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.2% | -0.8% |
| 7D | -1.6% | +1.7% | -3.2% | -1.7% |
| 30D | -8.0% | +3.3% | -11.3% | -8.2% |
| 3M | +9.4% | -29.4% | +38.8% | +10.9% |
| 6M | +10.2% | -12.8% | +23.1% | +9.9% |
| YTD | +6.1% | -2.1% | +8.2% | +4.1% |
| 1Y | +10.8% | +62.8% | -52.0% | +1.0% |
| All | +10.8% | +62.9% | -52.1% | +1.0% |
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 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