+151.7%
MMM vs AR
-27.2%
+178.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.2% |
| 7D | -3.3% | +2.5% | -5.8% | -3.5% |
| 30D | -7.0% | +14.8% | -21.8% | -8.3% |
| 3M | +10.8% | +6.2% | +4.6% | +10.0% |
| 6M | +5.8% | +4.3% | +1.5% | +4.9% |
| YTD | +6.8% | +14.4% | -7.6% | +4.7% |
| 1Y | +10.4% | +21.3% | -11.0% | +7.4% |
| 3Y | +104.7% | +39.8% | +64.9% | +94.2% |
| 5Y | +23.6% | +142.1% | -118.5% | +8.9% |
| 10Y | +54.1% | +52.0% | +2.1% | +28.6% |
| All | +151.7% | -27.2% | +178.9% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling