+78.4%
MMM vs APA
+4.1%
+74.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.8% | -0.7% |
| 7D | -2.6% | +5.1% | -7.7% | -3.2% |
| 30D | +17.4% | +0.3% | +17.1% | +17.0% |
| 3M | +3.6% | +15.6% | -12.1% | +1.1% |
| 6M | +33.0% | +28.9% | +4.1% | +27.4% |
| YTD | +19.6% | +96.6% | -76.9% | +6.9% |
| 1Y | +14.0% | +95.5% | -81.5% | +1.9% |
| 3Y | +164.3% | +41.8% | +122.5% | +140.3% |
| 5Y | +49.3% | +85.4% | -36.1% | +27.1% |
| 10Y | +78.4% | +4.5% | +73.8% | +32.2% |
| All | +78.4% | +4.1% | +74.2% | +32.2% |
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