+3,099.6%
MMM vs AME
+18,019.4%
-14,919.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.3% |
| 7D | +6.2% | -5.2% | +11.4% | +7.9% |
| 30D | +14.2% | -8.0% | +22.2% | +17.2% |
| 3M | +2.9% | -8.9% | +11.8% | +5.9% |
| 6M | +27.6% | -5.0% | +32.5% | +29.2% |
| YTD | +17.3% | +11.9% | +5.4% | +12.1% |
| 1Y | +15.1% | +16.6% | -1.6% | +8.4% |
| 3Y | +157.1% | +62.5% | +94.6% | +115.8% |
| 5Y | +45.1% | +67.6% | -22.5% | +20.4% |
| 10Y | +83.9% | +450.4% | -366.5% | +6.4% |
| All | +3,099.6% | +18,019.4% | -14,919.8% | +839.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling