+29.4%
MMM vs AG
+64.2%
-34.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.4% |
| 3M | +10.8% | +6.2% | +4.7% | +9.8% |
| 6M | +5.8% | -26.7% | +32.5% | +7.3% |
| YTD | +6.8% | +26.1% | -19.3% | +3.5% |
| 1Y | +10.4% | +131.7% | -121.3% | +1.2% |
| 3Y | +104.7% | +255.3% | -150.7% | +74.8% |
| All | +29.4% | +64.2% | -34.8% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling