+83.6%
MMM vs ACI
+31.1%
+52.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.8% |
| 7D | +5.8% | -5.9% | +11.7% | +6.6% |
| 30D | +17.9% | +7.2% | +10.7% | +16.9% |
| 3M | +3.6% | +8.8% | -5.2% | +2.4% |
| 6M | +32.9% | -17.2% | +50.1% | +35.3% |
| YTD | +19.5% | -21.3% | +40.7% | +22.1% |
| 1Y | +16.5% | -23.7% | +40.3% | +19.6% |
| 3Y | +167.2% | -32.8% | +200.0% | +177.3% |
| 5Y | +48.2% | -41.4% | +89.6% | +54.3% |
| All | +83.6% | +31.1% | +52.5% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling