+167.2%
MMM vs ACWI
+74.5%
+92.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.6% |
| 7D | +5.8% | +0.3% | +5.4% | +5.5% |
| 30D | +17.9% | -2.8% | +20.8% | +21.2% |
| 3M | +3.6% | -3.2% | +6.7% | +6.7% |
| 6M | +32.9% | +1.3% | +31.6% | +30.6% |
| YTD | +19.5% | +11.2% | +8.3% | +6.7% |
| 1Y | +16.5% | +13.8% | +2.8% | +1.6% |
| 3Y | +167.2% | +76.2% | +91.0% | +64.7% |
| All | +167.2% | +74.5% | +92.6% | +64.7% |
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 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