+43.4%
MMM vs ACI
-42.9%
+86.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -0.4% | +2.3% | -2.7% | -0.7% |
| 30D | +12.1% | +1.2% | +10.9% | +12.0% |
| 3M | +1.4% | +6.8% | -5.4% | +0.5% |
| 6M | +26.6% | -18.7% | +45.3% | +29.5% |
| YTD | +16.8% | -20.2% | +37.0% | +19.5% |
| 1Y | +10.1% | -23.7% | +33.8% | +13.4% |
| 3Y | +158.4% | -31.6% | +190.1% | +168.8% |
| All | +43.4% | -42.9% | +86.3% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling