+83.0%
MMM vs ACM
+147.1%
-64.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | 0.0% |
| 7D | +5.8% | +6.9% | -1.1% | +3.3% |
| 30D | +17.9% | +19.1% | -1.1% | +10.9% |
| 3M | +3.6% | -6.9% | +10.5% | +5.5% |
| 6M | +32.9% | -12.0% | +44.9% | +37.3% |
| YTD | +19.5% | -25.1% | +44.6% | +30.0% |
| 1Y | +16.5% | -45.4% | +62.0% | +42.3% |
| 3Y | +167.2% | -6.9% | +174.1% | +165.2% |
| 5Y | +48.2% | +3.7% | +44.5% | +40.3% |
| 10Y | +83.0% | +135.8% | -52.8% | +28.0% |
| All | +83.0% | +147.1% | -64.1% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling