+570.6%
MMM vs AGI
+4,206.7%
-3,636.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -0.8% | -10.1% | +9.3% | -0.4% |
| 30D | +11.7% | -6.5% | +18.2% | +11.9% |
| 3M | +1.0% | -12.8% | +13.8% | +1.4% |
| 6M | +26.0% | -34.3% | +60.4% | +27.5% |
| YTD | +16.3% | -25.6% | +41.9% | +17.0% |
| 1Y | +9.6% | -14.2% | +23.9% | +9.8% |
| 3Y | +157.3% | +127.3% | +30.1% | +148.5% |
| 5Y | +42.5% | +241.8% | -199.3% | +35.4% |
| 10Y | +73.4% | +381.8% | -308.4% | +60.3% |
| All | +570.6% | +4,206.7% | -3,636.1% | +487.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling