+2,812.9%
MMM vs AA
+295.2%
+2,517.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.6% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | -7.0% | +5.0% | -12.0% | -8.3% |
| 3M | +10.8% | -35.8% | +46.6% | +21.3% |
| 6M | +5.8% | -18.4% | +24.2% | +8.4% |
| YTD | +6.8% | -5.5% | +12.2% | +4.9% |
| 1Y | +10.4% | +61.0% | -50.6% | -5.3% |
| 3Y | +104.7% | +66.2% | +38.5% | +65.4% |
| 5Y | +23.6% | +11.4% | +12.2% | +0.9% |
| 10Y | +54.1% | +116.9% | -62.8% | -10.7% |
| All | +2,812.9% | +295.2% | +2,517.7% | +1,038.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling