+402.0%
MMM vs AG
+288.7%
+113.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.8% |
| 7D | +7.0% | +6.0% | +1.0% | +6.6% |
| 30D | +18.4% | -13.5% | +31.9% | +19.3% |
| 3M | +4.5% | -20.7% | +25.2% | +5.7% |
| 6M | +33.4% | -31.5% | +65.0% | +35.7% |
| YTD | +20.0% | -10.1% | +30.1% | +19.3% |
| 1Y | +15.0% | +26.0% | -11.0% | +12.0% |
| 3Y | +165.0% | +228.9% | -63.9% | +138.3% |
| 5Y | +47.9% | +8.7% | +39.2% | +39.3% |
| 10Y | +79.6% | +71.9% | +7.7% | +56.2% |
| All | +402.0% | +288.7% | +113.3% | +230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling