+165.3%
MMM vs AGI
+145.3%
+20.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +0.8% |
| 7D | +7.0% | +13.9% | -7.0% | +6.0% |
| 30D | +18.4% | -6.2% | +24.6% | +18.5% |
| 3M | +4.5% | -6.9% | +11.4% | +4.6% |
| 6M | +33.4% | -28.7% | +62.1% | +35.2% |
| YTD | +20.0% | -19.8% | +39.7% | +20.8% |
| 1Y | +15.0% | -4.8% | +19.8% | +15.5% |
| All | +165.3% | +145.3% | +20.1% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling