+301.5%
MMM vs AMCR
+100.3%
+201.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | -0.8% | -4.5% | +3.6% | +0.8% |
| 30D | +14.4% | +4.9% | +9.6% | +12.6% |
| 3M | +1.8% | -4.6% | +6.4% | +3.4% |
| 6M | +31.3% | +15.2% | +16.1% | +24.7% |
| YTD | +18.0% | +9.7% | +8.2% | +13.4% |
| 1Y | +10.9% | +10.5% | +0.4% | +6.3% |
| 3Y | +160.6% | +13.8% | +146.8% | +146.0% |
| 5Y | +44.5% | -9.1% | +53.6% | +46.1% |
| 10Y | +75.9% | +18.6% | +57.2% | +59.2% |
| All | +301.5% | +100.3% | +201.2% | +260.1% |
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 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