+43.4%
MMM vs AGG
-1.7%
+45.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -0.4% | -1.5% | +1.1% | +0.7% |
| 30D | +12.1% | +0.6% | +11.5% | +11.7% |
| 3M | +1.4% | -1.6% | +3.0% | +2.7% |
| 6M | +26.6% | -1.6% | +28.2% | +28.1% |
| YTD | +16.8% | -1.5% | +18.3% | +18.3% |
| 1Y | +10.1% | -1.1% | +11.2% | +11.2% |
| 3Y | +158.4% | +13.6% | +144.8% | +140.1% |
| All | +43.4% | -1.7% | +45.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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