+45.3%
MMM vs ACGL
+159.2%
-113.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.5% |
| 7D | +6.2% | +0.9% | +5.3% | +6.0% |
| 30D | +14.2% | +13.7% | +0.5% | +9.8% |
| 3M | +2.9% | +8.0% | -5.1% | +0.4% |
| 6M | +27.6% | +13.3% | +14.3% | +22.3% |
| YTD | +17.3% | +11.8% | +5.4% | +12.7% |
| 1Y | +15.1% | +22.2% | -7.2% | +7.3% |
| 3Y | +157.1% | +32.5% | +124.6% | +133.6% |
| All | +45.3% | +159.2% | -113.9% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling