+104.9%
MMM vs AG
+260.2%
-155.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.3% |
| 3M | +10.8% | +6.2% | +4.7% | +9.9% |
| 6M | +5.8% | -26.7% | +32.5% | +7.1% |
| YTD | +6.8% | +26.1% | -19.3% | +4.1% |
| 1Y | +10.4% | +131.7% | -121.3% | +2.6% |
| All | +104.9% | +260.2% | -155.3% | +75.0% |
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