+80.2%
MMM vs ACI
+29.9%
+50.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.0% |
| 7D | +6.2% | -2.2% | +8.4% | +6.6% |
| 30D | +14.2% | +10.3% | +3.9% | +12.8% |
| 3M | +2.9% | +7.2% | -4.3% | +1.9% |
| 6M | +27.6% | -18.0% | +45.6% | +30.0% |
| YTD | +17.3% | -22.0% | +39.3% | +20.0% |
| 1Y | +15.1% | -23.4% | +38.5% | +18.0% |
| 3Y | +157.1% | -35.8% | +192.9% | +168.6% |
| 5Y | +45.1% | -43.7% | +88.8% | +51.7% |
| All | +80.2% | +29.9% | +50.3% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling