+591.5%
MMM vs AGI
+4,543.9%
-3,952.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +0.6% |
| 7D | +7.0% | +13.9% | -7.0% | +6.5% |
| 30D | +18.4% | -6.2% | +24.6% | +18.6% |
| 3M | +4.5% | -6.9% | +11.4% | +4.6% |
| 6M | +33.4% | -28.7% | +62.1% | +34.6% |
| YTD | +20.0% | -19.8% | +39.7% | +20.4% |
| 1Y | +15.0% | -4.8% | +19.8% | +14.8% |
| 3Y | +165.0% | +144.3% | +20.7% | +155.3% |
| 5Y | +47.9% | +277.2% | -229.3% | +40.1% |
| 10Y | +79.6% | +365.9% | -286.2% | +66.2% |
| All | +591.5% | +4,543.9% | -3,952.5% | +504.6% |
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 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