+339.7%
MMM vs APTV
+145.2%
+194.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +5.8% | -9.8% | +15.5% | +8.6% |
| 30D | +17.9% | -8.9% | +26.8% | +20.7% |
| 3M | +3.6% | -19.5% | +23.0% | +9.2% |
| 6M | +32.9% | -31.1% | +64.0% | +43.7% |
| YTD | +19.5% | -47.5% | +67.0% | +37.8% |
| 1Y | +16.5% | -52.3% | +68.8% | +37.7% |
| 3Y | +167.2% | -45.2% | +212.3% | +195.9% |
| 5Y | +48.2% | -76.9% | +125.1% | +98.9% |
| 10Y | +83.0% | -25.1% | +108.1% | +67.2% |
| All | +339.7% | +145.2% | +194.6% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling