+53.8%
MMM vs APA
-0.7%
+54.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | -8.0% | +15.7% | -23.7% | -9.9% |
| 3M | +9.4% | +16.5% | -7.1% | +6.7% |
| 6M | +10.2% | +35.1% | -24.9% | +4.6% |
| YTD | +6.1% | +82.2% | -76.1% | -3.9% |
| 1Y | +10.8% | +102.5% | -91.7% | -1.6% |
| 3Y | +104.8% | +10.3% | +94.5% | +93.1% |
| 5Y | +27.0% | +166.1% | -139.1% | +2.8% |
| 10Y | +53.8% | -4.9% | +58.7% | +15.4% |
| All | +53.8% | -0.7% | +54.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded APA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling