+160.9%
MMM vs AMCR
+14.2%
+146.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | -0.8% | -4.5% | +3.6% | +1.3% |
| 30D | +14.4% | +4.9% | +9.6% | +12.1% |
| 3M | +1.8% | -4.6% | +6.4% | +3.9% |
| 6M | +31.3% | +15.2% | +16.1% | +22.8% |
| YTD | +18.0% | +9.7% | +8.2% | +11.9% |
| 1Y | +10.9% | +10.5% | +0.4% | +4.8% |
| All | +160.9% | +14.2% | +146.7% | +145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling