+157.1%
MMM vs AG
+219.8%
-62.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | +6.2% | +6.3% | -0.1% | +5.7% |
| 30D | +14.2% | -8.9% | +23.2% | +14.9% |
| 3M | +2.9% | -12.2% | +15.1% | +3.6% |
| 6M | +27.6% | -28.3% | +55.9% | +29.7% |
| YTD | +17.3% | -8.8% | +26.1% | +16.7% |
| 1Y | +15.1% | +39.4% | -24.3% | +11.4% |
| 3Y | +157.1% | +229.4% | -72.3% | +119.2% |
| All | +157.1% | +219.8% | -62.7% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling