+10.4%
MMM vs APTV
-39.9%
+50.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -0.3% |
| 7D | -3.3% | +4.8% | -8.1% | -3.9% |
| 30D | -7.0% | +2.0% | -9.0% | -7.4% |
| 3M | +10.8% | -34.2% | +45.1% | +17.9% |
| 6M | +5.8% | -34.7% | +40.4% | +13.9% |
| YTD | +6.8% | -37.0% | +43.8% | +14.4% |
| 1Y | +10.4% | -40.4% | +50.8% | +19.8% |
| All | +10.4% | -39.9% | +50.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling