+76.3%
MMM vs AMCR
+18.6%
+57.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | -2.4% | +2.0% | +0.7% |
| 30D | +12.1% | +3.6% | +8.5% | +10.4% |
| 3M | +1.4% | -4.2% | +5.6% | +3.3% |
| 6M | +26.6% | +15.5% | +11.1% | +18.0% |
| YTD | +16.8% | +9.7% | +7.1% | +10.7% |
| 1Y | +10.1% | +8.3% | +1.8% | +4.9% |
| 3Y | +158.4% | +15.4% | +143.1% | +136.0% |
| 5Y | +43.1% | -9.1% | +52.2% | +44.6% |
| All | +76.3% | +18.6% | +57.7% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling