+104.9%
MMM vs ACWI
+76.1%
+28.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -3.3% | +0.5% | -3.8% | -3.8% |
| 30D | -7.0% | +0.9% | -7.9% | -7.8% |
| 3M | +10.8% | +2.4% | +8.4% | +8.0% |
| 6M | +5.8% | +12.4% | -6.6% | -6.4% |
| YTD | +6.8% | +15.2% | -8.4% | -7.9% |
| 1Y | +10.4% | +22.7% | -12.3% | -11.1% |
| All | +104.9% | +76.1% | +28.8% | +11.4% |
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