+55.0%
MMM vs APD
+165.5%
-110.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -3.3% | -2.2% | -1.1% | -2.4% |
| 30D | -7.0% | +2.1% | -9.1% | -8.0% |
| 3M | +10.8% | +7.2% | +3.6% | +6.8% |
| 6M | +5.8% | +11.2% | -5.5% | -0.3% |
| YTD | +6.8% | +24.4% | -17.6% | -4.8% |
| 1Y | +10.4% | +6.7% | +3.7% | +5.3% |
| 3Y | +104.7% | +9.2% | +95.4% | +88.4% |
| 5Y | +23.6% | +27.4% | -3.8% | +2.9% |
| All | +55.0% | +165.5% | -110.4% | -19.2% |
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