+104.9%
MMM vs APD
+9.1%
+95.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -3.3% | -2.2% | -1.1% | -2.7% |
| 30D | -7.0% | +2.1% | -9.1% | -7.7% |
| 3M | +10.8% | +7.2% | +3.6% | +8.1% |
| 6M | +5.8% | +11.2% | -5.5% | +1.5% |
| YTD | +6.8% | +24.4% | -17.6% | -1.7% |
| 1Y | +10.4% | +6.7% | +3.7% | +7.4% |
| All | +104.9% | +9.1% | +95.8% | +91.7% |
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