+447.0%
MMM vs AGG
+98.1%
+349.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.2% |
| 7D | -3.3% | -0.2% | -3.2% | -3.3% |
| 30D | -7.0% | -0.4% | -6.6% | -7.1% |
| 3M | +10.8% | -0.7% | +11.5% | +10.7% |
| 6M | +5.8% | -1.5% | +7.3% | +5.4% |
| YTD | +6.8% | -0.3% | +7.0% | +6.7% |
| 1Y | +10.4% | +1.3% | +9.1% | +10.7% |
| 3Y | +104.7% | +13.2% | +91.5% | +111.3% |
| 5Y | +23.6% | -1.4% | +25.0% | +18.0% |
| 10Y | +54.1% | +14.9% | +39.3% | +62.6% |
| All | +447.0% | +98.1% | +349.0% | +605.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling