+150.3%
MMM vs AS
+133.7%
+16.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.8% |
| 7D | +5.9% | +7.1% | -1.2% | +4.8% |
| 30D | +14.7% | +12.8% | +1.9% | +12.6% |
| 3M | +3.6% | -14.7% | +18.3% | +6.0% |
| 6M | +32.7% | -9.9% | +42.7% | +34.3% |
| YTD | +18.9% | -16.1% | +35.1% | +21.1% |
| 1Y | +16.4% | +0.2% | +16.2% | +15.3% |
| All | +150.3% | +133.7% | +16.6% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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