+145.2%
MMM vs AMC
-97.8%
+242.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.5% | +9.3% | -2.8% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +14.7% | +4.4% | +10.3% | +14.6% |
| 3M | +3.6% | +15.4% | -11.8% | +3.0% |
| 6M | +32.7% | +93.7% | -61.0% | +29.0% |
| YTD | +18.9% | +97.4% | -78.5% | +15.3% |
| 1Y | +16.4% | +23.2% | -6.8% | +14.4% |
| 3Y | +159.8% | -71.3% | +231.1% | +161.7% |
| 5Y | +47.2% | -99.3% | +146.4% | +58.7% |
| 10Y | +86.5% | -98.7% | +185.2% | +77.8% |
| All | +145.2% | -97.8% | +242.9% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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