+167.2%
MMM vs ACGL
+35.1%
+132.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +5.8% | -1.1% | +6.8% | +6.2% |
| 30D | +17.9% | +13.1% | +4.8% | +13.5% |
| 3M | +3.6% | +9.8% | -6.2% | +0.5% |
| 6M | +32.9% | +15.3% | +17.6% | +26.4% |
| YTD | +19.5% | +12.7% | +6.8% | +14.3% |
| 1Y | +16.5% | +20.7% | -4.2% | +8.7% |
| 3Y | +167.2% | +34.3% | +132.9% | +156.1% |
| All | +167.2% | +35.1% | +132.0% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling