+363.3%
MMM vs ACM
+233.3%
+130.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +6.2% | +5.4% | +0.8% | +4.6% |
| 30D | +14.2% | +15.1% | -0.9% | +9.4% |
| 3M | +2.9% | -10.5% | +13.4% | +5.8% |
| 6M | +27.6% | -19.7% | +47.3% | +35.0% |
| YTD | +17.3% | -28.8% | +46.1% | +28.1% |
| 1Y | +15.1% | -47.9% | +63.0% | +38.2% |
| 3Y | +157.1% | -12.4% | +169.5% | +161.4% |
| 5Y | +45.1% | +0.6% | +44.6% | +40.3% |
| 10Y | +83.9% | +161.3% | -77.4% | +26.7% |
| All | +363.3% | +233.3% | +130.0% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling