+78.1%
MMM vs ACWI
+225.4%
-147.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | -0.8% | +2.7% | -3.5% | -3.2% |
| 30D | +14.4% | -2.6% | +17.0% | +17.2% |
| 3M | +1.8% | -3.2% | +4.9% | +4.7% |
| 6M | +31.3% | +1.9% | +29.4% | +28.7% |
| YTD | +18.0% | +11.3% | +6.6% | +6.7% |
| 1Y | +10.9% | +11.7% | -0.8% | -0.1% |
| 3Y | +160.6% | +74.4% | +86.2% | +58.1% |
| 5Y | +44.5% | +59.5% | -15.0% | -5.5% |
| All | +78.1% | +225.4% | -147.3% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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