+53.8%
MMM vs AG
+57.4%
-3.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -1.6% | +4.5% | -6.1% | -1.8% |
| 30D | -8.0% | +12.9% | -20.9% | -8.7% |
| 3M | +9.4% | +20.9% | -11.6% | +8.0% |
| 6M | +10.2% | -19.5% | +29.8% | +10.8% |
| YTD | +6.1% | +24.8% | -18.7% | +4.0% |
| 1Y | +10.8% | +120.2% | -109.5% | +5.0% |
| 3Y | +104.8% | +279.0% | -174.2% | +85.5% |
| 5Y | +27.0% | +67.9% | -40.9% | +17.4% |
| 10Y | +53.8% | +57.5% | -3.7% | +49.3% |
| All | +53.8% | +57.4% | -3.6% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling