+75.6%
MMM vs APTV
-27.4%
+103.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.8% | -1.7% | +0.9% | -0.4% |
| 30D | +11.7% | -11.6% | +23.3% | +15.1% |
| 3M | +1.0% | -21.2% | +22.2% | +6.9% |
| 6M | +26.0% | -28.5% | +54.6% | +34.7% |
| YTD | +16.3% | -49.1% | +65.4% | +34.7% |
| 1Y | +9.6% | -52.2% | +61.8% | +28.9% |
| 3Y | +157.3% | -48.6% | +206.0% | +188.9% |
| 5Y | +42.5% | -77.3% | +119.8% | +90.0% |
| All | +75.6% | -27.4% | +103.0% | +83.2% |
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