+27.0%
MMM vs ACI
-44.9%
+72.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.6% | -0.2% |
| 7D | -1.6% | -2.6% | +1.0% | -1.3% |
| 30D | -8.0% | +1.1% | -9.1% | -8.2% |
| 3M | +9.4% | -23.6% | +33.0% | +12.7% |
| 6M | +10.2% | -29.9% | +40.2% | +14.8% |
| YTD | +6.1% | -26.9% | +33.0% | +9.6% |
| 1Y | +10.8% | -34.2% | +45.0% | +16.1% |
| 3Y | +104.8% | -43.6% | +148.4% | +118.5% |
| 5Y | +27.0% | -42.4% | +69.4% | +32.0% |
| All | +27.0% | -44.9% | +72.0% | +32.0% |
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