+347.5%
MMM vs ACWI
+356.8%
-9.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -3.3% | +0.5% | -3.8% | -3.7% |
| 30D | -7.0% | +0.9% | -7.9% | -7.7% |
| 3M | +10.8% | +2.4% | +8.4% | +8.5% |
| 6M | +5.8% | +12.4% | -6.6% | -4.1% |
| YTD | +6.8% | +15.2% | -8.4% | -5.1% |
| 1Y | +10.4% | +22.7% | -12.3% | -6.9% |
| 3Y | +104.7% | +75.8% | +28.9% | +29.8% |
| 5Y | +23.6% | +67.7% | -44.2% | -19.0% |
| 10Y | +54.1% | +229.0% | -174.9% | -40.9% |
| All | +347.5% | +356.8% | -9.3% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling