+14.0%
MMM vs AR
+11.6%
+2.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | 0.0% |
| 7D | -2.6% | +2.1% | -4.7% | -2.4% |
| 30D | +17.4% | +4.5% | +12.9% | +17.7% |
| 3M | +3.6% | +1.0% | +2.6% | +3.5% |
| 6M | +33.0% | +4.4% | +28.6% | +33.7% |
| YTD | +19.6% | +10.9% | +8.8% | +20.3% |
| 1Y | +14.0% | +8.6% | +5.5% | +14.5% |
| All | +14.0% | +11.6% | +2.5% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling