+2,812.9%
MMM vs AFL
+18,874.6%
-16,061.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | -7.0% | -6.2% | -0.8% | -5.5% |
| 3M | +10.8% | +2.2% | +8.6% | +10.0% |
| 6M | +5.8% | +5.3% | +0.5% | +4.1% |
| YTD | +6.8% | +8.0% | -1.2% | +4.4% |
| 1Y | +10.4% | +10.2% | +0.2% | +7.2% |
| 3Y | +104.7% | +67.1% | +37.6% | +77.5% |
| 5Y | +23.6% | +135.6% | -112.0% | -2.3% |
| 10Y | +54.1% | +299.4% | -245.2% | +4.3% |
| All | +2,812.9% | +18,874.6% | -16,061.8% | +770.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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