+53.1%
MMM vs AGI
+392.3%
-339.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | -2.1% | -2.7% | +0.6% | -2.0% |
| 30D | -9.8% | +7.2% | -17.1% | -10.1% |
| 3M | +4.9% | +4.3% | +0.7% | +4.6% |
| 6M | +7.3% | -27.1% | +34.4% | +8.1% |
| YTD | +4.5% | -6.6% | +11.1% | +4.4% |
| 1Y | +5.4% | +9.5% | -4.2% | +4.7% |
| 3Y | +98.6% | +208.4% | -109.9% | +91.0% |
| 5Y | +27.4% | +401.6% | -374.3% | +21.2% |
| All | +53.1% | +392.3% | -339.2% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling