+83.0%
MMM vs APA
+0.9%
+82.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +5.8% | -8.7% | +14.5% | +6.9% |
| 30D | +17.9% | -2.4% | +20.3% | +18.0% |
| 3M | +3.6% | +19.0% | -15.4% | +0.7% |
| 6M | +32.9% | +26.8% | +6.1% | +27.6% |
| YTD | +19.5% | +87.3% | -67.9% | +7.4% |
| 1Y | +16.5% | +92.3% | -75.8% | +4.3% |
| 3Y | +167.2% | +37.3% | +129.9% | +143.9% |
| 5Y | +48.2% | +73.2% | -25.0% | +27.3% |
| 10Y | +83.0% | -0.9% | +83.9% | +36.7% |
| All | +83.0% | +0.9% | +82.2% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling