+83.0%
MMM vs APD
+192.6%
-109.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.2% | +1.0% |
| 7D | +5.8% | -1.6% | +7.3% | +6.6% |
| 30D | +17.9% | +10.6% | +7.3% | +12.8% |
| 3M | +3.6% | +2.5% | +1.1% | +2.4% |
| 6M | +32.9% | +6.0% | +26.9% | +28.7% |
| YTD | +19.5% | +28.4% | -9.0% | +5.1% |
| 1Y | +16.5% | +22.2% | -5.6% | +4.6% |
| 3Y | +167.2% | +26.6% | +140.6% | +130.4% |
| 5Y | +48.2% | +11.8% | +36.5% | +32.8% |
| 10Y | +83.0% | +187.8% | -104.8% | -6.8% |
| All | +83.0% | +192.6% | -109.5% | -6.8% |
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