+78.1%
MMM vs AME
+442.0%
-364.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -0.8% | +8.1% | -8.9% | -5.5% |
| 30D | +14.4% | -3.8% | +18.2% | +16.3% |
| 3M | +1.8% | -6.6% | +8.4% | +5.3% |
| 6M | +31.3% | +4.6% | +26.7% | +26.0% |
| YTD | +18.0% | +17.9% | 0.0% | +4.4% |
| 1Y | +10.9% | +23.2% | -12.4% | -4.7% |
| 3Y | +160.6% | +62.9% | +97.7% | +84.6% |
| 5Y | +44.5% | +77.5% | -33.0% | -4.2% |
| All | +78.1% | +442.0% | -364.0% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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