+157.1%
MMM vs APD
+11.7%
+145.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | +6.2% | -3.7% | +9.9% | +7.5% |
| 30D | +14.2% | +9.6% | +4.6% | +11.3% |
| 3M | +2.9% | +1.6% | +1.3% | +2.4% |
| 6M | +27.6% | +2.2% | +25.4% | +26.5% |
| YTD | +17.3% | +25.9% | -8.6% | +8.0% |
| 1Y | +15.1% | +20.1% | -5.1% | +7.5% |
| 3Y | +157.1% | +12.4% | +144.7% | +141.7% |
| All | +157.1% | +11.7% | +145.5% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling