+1,038.8%
MMM vs AMT
+1,473.8%
-435.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.1% |
| 7D | +5.9% | +4.4% | +1.5% | +5.3% |
| 30D | +14.7% | +17.7% | -3.0% | +12.2% |
| 3M | +3.6% | +16.7% | -13.1% | +1.4% |
| 6M | +32.7% | +11.1% | +21.6% | +30.5% |
| YTD | +18.9% | +13.9% | +5.1% | +16.4% |
| 1Y | +16.4% | +12.5% | +3.9% | +14.1% |
| 3Y | +159.8% | +13.2% | +146.6% | +152.6% |
| 5Y | +47.2% | -17.9% | +65.0% | +48.4% |
| 10Y | +86.5% | +122.8% | -36.3% | +66.2% |
| All | +1,038.8% | +1,473.8% | -435.0% | +731.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling