+10.4%
MMM vs AMCR
+11.5%
-1.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.8% |
| 7D | -3.3% | -3.3% | -0.1% | -2.0% |
| 30D | -7.0% | -5.4% | -1.6% | -4.9% |
| 3M | +10.8% | +20.0% | -9.1% | +2.5% |
| 6M | +5.8% | 0.0% | +5.7% | +4.8% |
| YTD | +6.8% | +11.5% | -4.8% | +1.4% |
| 1Y | +10.4% | +11.4% | -1.0% | +5.8% |
| All | +10.4% | +11.5% | -1.1% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling