+160.9%
MMM vs ACI
-31.0%
+191.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -0.8% | -0.5% | -0.4% | -0.8% |
| 30D | +14.4% | +4.9% | +9.5% | +13.9% |
| 3M | +1.8% | +11.1% | -9.3% | +0.7% |
| 6M | +31.3% | -14.9% | +46.2% | +32.9% |
| YTD | +18.0% | -19.6% | +37.6% | +20.0% |
| 1Y | +10.9% | -22.7% | +33.6% | +13.4% |
| All | +160.9% | -31.0% | +191.9% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling