+47.9%
MMM vs AR
+87.1%
-39.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -2.0% | +1.9% |
| 7D | +7.0% | -5.8% | +12.7% | +7.5% |
| 30D | +18.4% | +4.8% | +13.6% | +17.6% |
| 3M | +4.5% | +1.5% | +3.0% | +4.0% |
| 6M | +33.4% | +4.7% | +28.7% | +32.1% |
| YTD | +20.0% | +9.2% | +10.8% | +17.5% |
| 1Y | +15.0% | +11.2% | +3.9% | +12.2% |
| 3Y | +165.0% | +46.2% | +118.7% | +147.8% |
| 5Y | +47.9% | +98.1% | -50.1% | +39.5% |
| All | +47.9% | +87.1% | -39.2% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling