+29.4%
MMM vs AA
+10.5%
+19.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.5% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | -7.0% | +5.0% | -12.0% | -7.9% |
| 3M | +10.8% | -35.8% | +46.6% | +17.6% |
| 6M | +5.8% | -18.4% | +24.2% | +7.5% |
| YTD | +6.8% | -5.5% | +12.2% | +5.3% |
| 1Y | +10.4% | +61.0% | -50.6% | -1.2% |
| 3Y | +104.7% | +66.2% | +38.5% | +75.8% |
| All | +29.4% | +10.5% | +19.0% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling