+29.4%
MMM vs APD
+27.6%
+1.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -3.3% | -2.2% | -1.1% | -2.5% |
| 30D | -7.0% | +2.1% | -9.1% | -7.8% |
| 3M | +10.8% | +7.2% | +3.6% | +7.4% |
| 6M | +5.8% | +11.2% | -5.5% | +0.6% |
| YTD | +6.8% | +24.4% | -17.6% | -3.2% |
| 1Y | +10.4% | +6.7% | +3.7% | +6.4% |
| 3Y | +104.7% | +9.2% | +95.4% | +92.4% |
| All | +29.4% | +27.6% | +1.9% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling