+23.0%
MMM vs ACI
-18.4%
+41.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.5% | +6.0% | +9.2% |
| 7D | +12.2% | +4.5% | +7.8% | +11.9% |
| 30D | +18.8% | +20.9% | -2.0% | +17.5% |
| 3M | +7.4% | +15.2% | -7.9% | +6.4% |
| 6M | +38.3% | -13.3% | +51.6% | +38.8% |
| YTD | +22.9% | -16.2% | +39.0% | +22.2% |
| 1Y | +23.0% | -16.9% | +39.9% | +23.2% |
| All | +23.0% | -18.4% | +41.4% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling