+29.4%
MMM vs AME
+82.5%
-53.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.8% |
| 7D | -3.3% | +0.6% | -3.9% | -3.7% |
| 30D | -7.0% | -6.7% | -0.3% | -3.1% |
| 3M | +10.8% | +4.1% | +6.7% | +7.7% |
| 6M | +5.8% | +1.6% | +4.2% | +4.2% |
| YTD | +6.8% | +16.1% | -9.4% | -3.6% |
| 1Y | +10.4% | +27.3% | -16.9% | -6.4% |
| 3Y | +104.7% | +50.9% | +53.8% | +53.7% |
| All | +29.4% | +82.5% | -53.1% | -16.1% |
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