+78.4%
MMM vs AME
+437.3%
-359.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.6% |
| 7D | -2.6% | +1.1% | -3.7% | -3.4% |
| 30D | +17.4% | -4.1% | +21.5% | +19.6% |
| 3M | +3.6% | -6.3% | +9.9% | +7.0% |
| 6M | +33.0% | +3.5% | +29.5% | +28.4% |
| YTD | +19.6% | +17.3% | +2.4% | +6.2% |
| 1Y | +14.0% | +22.0% | -8.0% | -1.4% |
| 3Y | +164.3% | +62.0% | +102.3% | +87.9% |
| 5Y | +49.3% | +78.5% | -29.1% | -1.3% |
| 10Y | +78.4% | +441.6% | -363.3% | -31.6% |
| All | +78.4% | +437.3% | -359.0% | -31.6% |
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