+78.4%
MMM vs AMT
+134.0%
-55.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -2.6% | -2.4% | -0.2% | -1.9% |
| 30D | +17.4% | +4.2% | +13.2% | +16.0% |
| 3M | +3.6% | +13.4% | -9.8% | -0.3% |
| 6M | +33.0% | +9.4% | +23.6% | +28.6% |
| YTD | +19.6% | +11.7% | +8.0% | +14.7% |
| 1Y | +14.0% | +7.1% | +6.9% | +10.7% |
| 3Y | +164.3% | +15.1% | +149.2% | +144.0% |
| 5Y | +49.3% | -17.9% | +67.2% | +52.0% |
| 10Y | +78.4% | +133.5% | -55.2% | +38.9% |
| All | +78.4% | +134.0% | -55.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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