+2,812.9%
MMM vs APD
+6,115.6%
-3,302.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.9% |
| 3M | +10.8% | +7.2% | +3.6% | +7.2% |
| 6M | +5.8% | +11.2% | -5.5% | +0.4% |
| YTD | +6.8% | +24.4% | -17.6% | -3.4% |
| 1Y | +10.4% | +6.7% | +3.7% | +5.7% |
| 3Y | +104.7% | +9.2% | +95.4% | +90.3% |
| 5Y | +23.6% | +27.4% | -3.8% | +6.7% |
| 10Y | +54.1% | +164.8% | -110.7% | -3.2% |
| All | +2,812.9% | +6,115.6% | -3,302.8% | +459.5% |
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