+104.9%
MMM vs ACI
-38.5%
+143.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -3.3% | +0.2% | -3.5% | -3.3% |
| 30D | -7.0% | +5.9% | -12.9% | -7.6% |
| 3M | +10.8% | -19.8% | +30.6% | +13.0% |
| 6M | +5.8% | -24.7% | +30.5% | +8.4% |
| YTD | +6.8% | -24.4% | +31.2% | +9.2% |
| 1Y | +10.4% | -31.5% | +41.9% | +14.5% |
| All | +104.9% | -38.5% | +143.4% | +115.3% |
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