+504.4%
MMM vs AGG
+95.8%
+408.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.5% |
| 7D | -0.8% | -1.4% | +0.6% | -1.1% |
| 30D | +14.4% | +0.9% | +13.5% | +14.6% |
| 3M | +1.8% | -1.2% | +3.0% | +1.5% |
| 6M | +31.3% | -1.4% | +32.7% | +30.9% |
| YTD | +18.0% | -1.4% | +19.4% | +17.6% |
| 1Y | +10.9% | -1.3% | +12.1% | +10.6% |
| 3Y | +160.6% | +13.8% | +146.8% | +170.1% |
| 5Y | +44.5% | -1.6% | +46.0% | +38.5% |
| 10Y | +75.9% | +16.3% | +59.6% | +87.9% |
| All | +504.4% | +95.8% | +408.6% | +677.8% |
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