+49.3%
MMM vs AMT
-19.0%
+68.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -2.6% | -2.4% | -0.2% | -2.0% |
| 30D | +17.4% | +4.2% | +13.2% | +16.2% |
| 3M | +3.6% | +13.4% | -9.8% | +0.3% |
| 6M | +33.0% | +9.4% | +23.6% | +29.3% |
| YTD | +19.6% | +11.7% | +8.0% | +15.5% |
| 1Y | +14.0% | +7.1% | +6.9% | +11.3% |
| 3Y | +164.3% | +15.1% | +149.2% | +143.7% |
| 5Y | +49.3% | -17.9% | +67.2% | +51.4% |
| All | +49.3% | -19.0% | +68.3% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling