+160.8%
MMM vs ACWI
+70.4%
+90.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | +0.5% |
| 7D | +5.9% | -4.0% | +9.9% | +10.2% |
| 30D | +14.7% | -5.8% | +20.6% | +21.5% |
| 3M | +3.6% | -5.0% | +8.6% | +8.7% |
| 6M | +32.7% | +0.7% | +32.0% | +31.0% |
| YTD | +18.9% | +8.4% | +10.5% | +8.9% |
| 1Y | +16.4% | +10.1% | +6.3% | +4.8% |
| All | +160.8% | +70.4% | +90.4% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling