+45.3%
MMM vs ACI
-43.3%
+88.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.9% |
| 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% | +30.2% |
| YTD | +17.3% | -22.0% | +39.3% | +20.3% |
| 1Y | +15.1% | -23.4% | +38.5% | +18.4% |
| 3Y | +157.1% | -35.8% | +192.9% | +170.2% |
| All | +45.3% | -43.3% | +88.7% | +50.2% |
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 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