+27.0%
MMM vs APTV
-69.4%
+96.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.5% |
| 7D | -1.6% | +2.0% | -3.6% | -2.1% |
| 30D | -8.0% | -7.7% | -0.3% | -6.3% |
| 3M | +9.4% | -34.0% | +43.4% | +20.2% |
| 6M | +10.2% | -37.1% | +47.3% | +21.7% |
| YTD | +6.1% | -39.9% | +46.0% | +18.1% |
| 1Y | +10.8% | -44.4% | +55.2% | +25.9% |
| 3Y | +104.8% | -54.5% | +159.3% | +137.4% |
| 5Y | +27.0% | -69.1% | +96.2% | +54.6% |
| All | +27.0% | -69.4% | +96.5% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling