+9.4%
MMM vs APTV
-45.8%
+55.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.5% |
| 7D | -2.6% | -1.2% | -1.4% | -2.4% |
| 30D | -9.3% | -10.6% | +1.3% | -7.9% |
| 3M | +5.6% | -35.0% | +40.6% | +12.4% |
| 6M | +9.5% | -38.9% | +48.4% | +18.9% |
| YTD | +4.1% | -41.5% | +45.6% | +12.8% |
| 1Y | +9.4% | -45.8% | +55.2% | +21.6% |
| All | +9.4% | -45.8% | +55.2% | +21.6% |
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