+15.0%
MMM vs ACM
-45.8%
+60.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +7.0% | +6.6% | +0.3% | +5.9% |
| 30D | +18.4% | +19.8% | -1.4% | +15.5% |
| 3M | +4.5% | -3.1% | +7.6% | +4.4% |
| 6M | +33.4% | -11.5% | +44.9% | +34.3% |
| YTD | +20.0% | -24.7% | +44.6% | +22.5% |
| 1Y | +15.0% | -45.1% | +60.1% | +17.6% |
| All | +15.0% | -45.8% | +60.8% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling