+54.7%
MMM vs AG
+59.0%
-4.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | -3.3% | +1.0% | -4.3% | -3.4% |
| 30D | -7.0% | +19.2% | -26.2% | -8.0% |
| 3M | +10.8% | +6.2% | +4.7% | +10.1% |
| 6M | +5.8% | -26.7% | +32.5% | +6.8% |
| YTD | +6.8% | +26.1% | -19.3% | +4.6% |
| 1Y | +10.4% | +131.7% | -121.3% | +4.4% |
| 3Y | +104.7% | +255.3% | -150.7% | +86.0% |
| 5Y | +23.6% | +61.9% | -38.4% | +14.3% |
| All | +54.7% | +59.0% | -4.3% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling