+29.4%
MMM vs ACWI
+67.7%
-38.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.2% |
| 6M | +5.8% | +12.4% | -6.6% | -5.1% |
| YTD | +6.8% | +15.2% | -8.4% | -6.4% |
| 1Y | +10.4% | +22.7% | -12.3% | -8.8% |
| 3Y | +104.7% | +75.8% | +28.9% | +24.3% |
| All | +29.4% | +67.7% | -38.2% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling