+76.3%
MMM vs APD
+191.9%
-115.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.4% | +3.8% | -4.2% | -2.1% |
| 30D | +12.1% | +8.2% | +3.9% | +8.3% |
| 3M | +1.4% | +4.3% | -2.9% | -0.5% |
| 6M | +26.6% | +4.7% | +21.9% | +23.3% |
| YTD | +16.8% | +31.5% | -14.7% | +1.7% |
| 1Y | +10.1% | +23.5% | -13.4% | -1.6% |
| 3Y | +158.4% | +29.1% | +129.3% | +121.0% |
| 5Y | +43.1% | +15.9% | +27.2% | +26.0% |
| All | +76.3% | +191.9% | -115.6% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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