+45.3%
MMM vs ACM
-2.7%
+48.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +6.2% | +5.4% | +0.8% | +4.3% |
| 30D | +14.2% | +15.1% | -0.9% | +8.6% |
| 3M | +2.9% | -10.5% | +13.4% | +6.6% |
| 6M | +27.6% | -19.7% | +47.3% | +37.3% |
| YTD | +17.3% | -28.8% | +46.1% | +31.3% |
| 1Y | +15.1% | -47.9% | +63.0% | +48.2% |
| 3Y | +157.1% | -12.4% | +169.5% | +156.0% |
| All | +45.3% | -2.7% | +48.0% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling