+45.3%
MMM vs APA
+71.7%
-26.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | +6.2% | -15.5% | +21.7% | +8.1% |
| 30D | +14.2% | +2.4% | +11.8% | +13.5% |
| 3M | +2.9% | +22.8% | -19.9% | -0.2% |
| 6M | +27.6% | +17.9% | +9.6% | +23.9% |
| YTD | +17.3% | +87.7% | -70.4% | +4.8% |
| 1Y | +15.1% | +94.2% | -79.1% | +2.2% |
| 3Y | +157.1% | +27.2% | +129.9% | +131.7% |
| All | +45.3% | +71.7% | -26.4% | +25.3% |
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