+180.3%
MMM vs AR
-32.8%
+213.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.9% |
| 7D | +5.9% | -11.7% | +17.6% | +7.0% |
| 30D | +14.7% | +1.8% | +12.9% | +14.4% |
| 3M | +3.6% | +6.0% | -2.4% | +2.7% |
| 6M | +32.7% | -7.0% | +39.8% | +33.0% |
| YTD | +18.9% | +5.6% | +13.4% | +17.3% |
| 1Y | +16.4% | +10.8% | +5.6% | +14.1% |
| 3Y | +159.8% | +19.3% | +140.5% | +149.9% |
| 5Y | +47.2% | +73.3% | -26.2% | +33.7% |
| 10Y | +86.5% | +47.6% | +38.9% | +55.7% |
| All | +180.3% | -32.8% | +213.2% | +155.3% |
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