+1,812.9%
MMM vs ACGL
+5,005.0%
-3,192.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +5.9% | +6.4% | -0.5% | +4.3% |
| 30D | +14.7% | +16.6% | -1.9% | +10.6% |
| 3M | +3.6% | +11.6% | -8.0% | +0.8% |
| 6M | +32.7% | +17.5% | +15.3% | +27.3% |
| YTD | +18.9% | +15.3% | +3.7% | +14.5% |
| 1Y | +16.4% | +26.3% | -9.9% | +9.5% |
| 3Y | +159.8% | +35.9% | +123.9% | +138.7% |
| 5Y | +47.2% | +168.2% | -121.0% | +13.8% |
| 10Y | +86.5% | +352.0% | -265.5% | +26.0% |
| All | +1,812.9% | +5,005.0% | -3,192.1% | +838.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling