+3,073.8%
MMM vs AFL
+20,558.3%
-17,484.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -0.8% | +2.9% | -3.7% | -1.6% |
| 30D | +11.7% | +8.0% | +3.7% | +9.4% |
| 3M | +1.0% | +5.9% | -4.9% | -0.6% |
| 6M | +26.0% | +11.6% | +14.4% | +22.2% |
| YTD | +16.3% | +17.5% | -1.2% | +11.2% |
| 1Y | +9.6% | +13.3% | -3.6% | +5.8% |
| 3Y | +157.3% | +67.0% | +90.3% | +123.1% |
| 5Y | +42.5% | +150.6% | -108.2% | +10.9% |
| 10Y | +73.4% | +343.1% | -269.6% | +14.2% |
| All | +3,073.8% | +20,558.3% | -17,484.4% | +826.9% |
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