+398.5%
MMM vs ACWI
+330.1%
+68.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -0.1% |
| 7D | +5.9% | -4.0% | +9.9% | +9.6% |
| 30D | +14.7% | -5.8% | +20.6% | +20.5% |
| 3M | +3.6% | -5.0% | +8.6% | +8.0% |
| 6M | +32.7% | +0.7% | +32.0% | +31.7% |
| YTD | +18.9% | +8.4% | +10.5% | +11.1% |
| 1Y | +16.4% | +10.1% | +6.3% | +7.3% |
| 3Y | +159.8% | +70.8% | +89.0% | +68.6% |
| 5Y | +47.2% | +55.4% | -8.2% | +2.7% |
| 10Y | +86.5% | +223.3% | -136.8% | -27.3% |
| All | +398.5% | +330.1% | +68.4% | +48.6% |
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