+263.4%
MMM vs AMCR
+100.2%
+163.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.3% | -1.9% | -1.4% | -2.7% |
| 30D | -7.0% | -4.1% | -2.9% | -5.7% |
| 3M | +10.8% | +21.7% | -10.9% | +3.3% |
| 6M | +5.8% | +1.5% | +4.3% | +4.6% |
| YTD | +6.8% | +13.1% | -6.4% | +1.5% |
| 1Y | +10.4% | +13.0% | -2.6% | +4.9% |
| 3Y | +104.7% | +6.9% | +97.8% | +96.8% |
| 5Y | +23.6% | -10.5% | +34.0% | +25.3% |
| 10Y | +54.1% | +20.9% | +33.2% | +39.4% |
| All | +263.4% | +100.2% | +163.2% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling