+76.3%
MMM vs AME
+444.5%
-368.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -0.4% | +5.9% | -6.3% | -3.9% |
| 30D | +12.1% | -1.9% | +14.1% | +12.7% |
| 3M | +1.4% | -5.4% | +6.8% | +4.0% |
| 6M | +26.6% | +4.9% | +21.7% | +21.2% |
| YTD | +16.8% | +18.5% | -1.6% | +3.1% |
| 1Y | +10.1% | +25.5% | -15.4% | -6.5% |
| 3Y | +158.4% | +63.0% | +95.4% | +83.0% |
| 5Y | +43.1% | +78.3% | -35.2% | -5.4% |
| All | +76.3% | +444.5% | -368.1% | -33.2% |
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