+80.3%
MMM vs ACGL
+337.7%
-257.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.3% |
| 7D | +6.2% | +0.9% | +5.3% | +5.9% |
| 30D | +14.2% | +13.7% | +0.5% | +8.9% |
| 3M | +2.9% | +8.0% | -5.1% | -0.1% |
| 6M | +27.6% | +13.3% | +14.3% | +21.2% |
| YTD | +17.3% | +11.8% | +5.4% | +11.7% |
| 1Y | +15.1% | +22.2% | -7.2% | +5.9% |
| 3Y | +157.1% | +32.5% | +124.6% | +126.5% |
| 5Y | +45.1% | +160.2% | -115.1% | -4.8% |
| All | +80.3% | +337.7% | -257.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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