+3,099.6%
MMM vs APD
+6,189.3%
-3,089.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +6.2% | -3.7% | +9.9% | +7.9% |
| 30D | +14.2% | +9.6% | +4.6% | +10.1% |
| 3M | +2.9% | +1.6% | +1.3% | +2.2% |
| 6M | +27.6% | +2.2% | +25.4% | +25.8% |
| YTD | +17.3% | +25.9% | -8.6% | +5.7% |
| 1Y | +15.1% | +20.1% | -5.1% | +5.4% |
| 3Y | +157.1% | +12.4% | +144.7% | +136.5% |
| 5Y | +45.1% | +11.1% | +34.0% | +32.6% |
| 10Y | +83.9% | +190.1% | -106.3% | +11.5% |
| All | +3,099.6% | +6,189.3% | -3,089.7% | +512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling