+3,099.6%
MMM vs APA
+860.5%
+2,239.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.8% |
| 7D | +6.2% | -15.5% | +21.7% | +8.8% |
| 30D | +14.2% | +2.4% | +11.8% | +13.4% |
| 3M | +2.9% | +22.8% | -19.9% | -1.0% |
| 6M | +27.6% | +17.9% | +9.6% | +22.9% |
| YTD | +17.3% | +87.7% | -70.4% | +3.8% |
| 1Y | +15.1% | +94.2% | -79.1% | +1.1% |
| 3Y | +157.1% | +27.2% | +129.9% | +135.4% |
| 5Y | +45.1% | +74.1% | -29.0% | +21.6% |
| 10Y | +83.9% | +2.6% | +81.2% | +40.2% |
| All | +3,099.6% | +860.5% | +2,239.1% | +1,796.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling