+45.3%
MMM vs AME
+66.2%
-20.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.9% |
| 7D | +6.2% | -5.2% | +11.4% | +8.9% |
| 30D | +14.2% | -8.0% | +22.2% | +19.1% |
| 3M | +2.9% | -8.9% | +11.8% | +7.8% |
| 6M | +27.6% | -5.0% | +32.5% | +29.8% |
| YTD | +17.3% | +11.9% | +5.4% | +7.1% |
| 1Y | +15.1% | +16.6% | -1.6% | +2.2% |
| 3Y | +157.1% | +62.5% | +94.6% | +81.3% |
| All | +45.3% | +66.2% | -20.9% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling