+79.6%
MMM vs APTV
-25.9%
+105.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | +7.0% | -4.3% | +11.2% | +8.2% |
| 30D | +18.4% | -9.7% | +28.0% | +21.4% |
| 3M | +4.5% | -20.6% | +25.0% | +10.4% |
| 6M | +33.4% | -31.7% | +65.1% | +44.2% |
| YTD | +20.0% | -48.0% | +67.9% | +38.1% |
| 1Y | +15.0% | -52.1% | +67.1% | +35.1% |
| 3Y | +165.0% | -47.9% | +212.9% | +196.4% |
| 5Y | +47.9% | -76.9% | +124.8% | +96.3% |
| 10Y | +79.6% | -26.7% | +106.4% | +87.0% |
| All | +79.6% | -25.9% | +105.6% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling