+14.6%
MMM vs ACM
-46.1%
+60.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | +1.1% |
| 7D | +5.8% | +6.9% | -1.1% | +4.7% |
| 30D | +17.9% | +19.1% | -1.1% | +15.2% |
| 3M | +3.6% | -6.9% | +10.5% | +4.2% |
| 6M | +32.9% | -12.0% | +44.9% | +33.9% |
| YTD | +19.5% | -25.1% | +44.6% | +22.1% |
| All | +14.6% | -46.1% | +60.7% | +17.3% |
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