+80.3%
MMM vs ACWI
+219.0%
-138.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +6.2% | -2.4% | +8.6% | +8.6% |
| 30D | +14.2% | -5.2% | +19.4% | +19.8% |
| 3M | +2.9% | -4.8% | +7.7% | +7.5% |
| 6M | +27.6% | -1.3% | +28.9% | +28.7% |
| YTD | +17.3% | +8.4% | +8.9% | +8.7% |
| 1Y | +15.1% | +11.0% | +4.1% | +4.3% |
| 3Y | +157.1% | +70.6% | +86.6% | +59.2% |
| 5Y | +45.1% | +55.3% | -10.2% | -2.7% |
| All | +80.3% | +219.0% | -138.7% | -31.7% |
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