+29.4%
MMM vs APA
+156.4%
-126.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.5% |
| 7D | -3.3% | +0.5% | -3.9% | -3.4% |
| 30D | -7.0% | +23.4% | -30.4% | -9.6% |
| 3M | +10.8% | +12.7% | -1.9% | +8.8% |
| 6M | +5.8% | +39.4% | -33.6% | -0.2% |
| YTD | +6.8% | +79.0% | -72.2% | -3.4% |
| 1Y | +10.4% | +88.8% | -78.4% | -1.5% |
| 3Y | +104.7% | +6.4% | +98.3% | +89.7% |
| All | +29.4% | +156.4% | -126.9% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling