+78.4%
MMM vs AR
+58.9%
+19.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -2.6% | +2.1% | -4.7% | -2.8% |
| 30D | +17.4% | +4.5% | +12.9% | +16.7% |
| 3M | +3.6% | +1.0% | +2.6% | +3.3% |
| 6M | +33.0% | +4.4% | +28.6% | +31.9% |
| YTD | +19.6% | +10.9% | +8.8% | +17.4% |
| 1Y | +14.0% | +8.6% | +5.5% | +12.1% |
| 3Y | +164.3% | +48.5% | +115.8% | +149.1% |
| 5Y | +49.3% | +95.7% | -46.4% | +34.3% |
| 10Y | +78.4% | +55.5% | +22.9% | +48.2% |
| All | +78.4% | +58.9% | +19.4% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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