+51.2%
MMM vs APTV
-15.8%
+67.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.6% |
| 7D | -3.2% | -1.8% | -1.4% | -2.9% |
| 30D | -10.7% | -7.9% | -2.8% | -9.0% |
| 3M | +4.3% | -29.9% | +34.2% | +12.9% |
| 6M | +5.9% | -36.6% | +42.5% | +16.4% |
| YTD | +3.2% | -40.0% | +43.1% | +14.7% |
| 1Y | +8.0% | -44.0% | +52.0% | +22.1% |
| 3Y | +99.1% | -54.5% | +153.6% | +130.3% |
| 5Y | +25.7% | -68.8% | +94.5% | +54.8% |
| All | +51.2% | -15.8% | +67.0% | +48.0% |
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