+1,617.2%
MMM vs ACGL
+4,429.2%
-2,812.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.6% |
| 7D | -3.3% | -0.7% | -2.6% | -3.1% |
| 30D | -7.0% | -1.0% | -6.0% | -6.8% |
| 3M | +10.8% | +11.0% | -0.2% | +7.8% |
| 6M | +5.8% | -0.3% | +6.1% | +5.6% |
| YTD | +6.8% | +2.3% | +4.5% | +5.8% |
| 1Y | +10.4% | +6.4% | +4.0% | +8.2% |
| 3Y | +104.7% | +34.0% | +70.7% | +88.6% |
| 5Y | +23.6% | +161.6% | -138.1% | -3.8% |
| 10Y | +54.1% | +278.6% | -224.5% | +8.4% |
| All | +1,617.2% | +4,429.2% | -2,812.0% | +767.0% |
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 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