+51.2%
MMM vs AU
+694.8%
-643.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.8% |
| 7D | -3.2% | -7.0% | +3.7% | -3.0% |
| 30D | -10.7% | +7.3% | -18.0% | -10.9% |
| 3M | +4.3% | +33.2% | -28.9% | +3.1% |
| 6M | +5.9% | -0.6% | +6.5% | +5.5% |
| YTD | +3.2% | +26.2% | -23.0% | +2.1% |
| 1Y | +8.0% | +68.3% | -60.3% | +5.9% |
| 3Y | +99.1% | +592.1% | -493.0% | +86.6% |
| 5Y | +25.7% | +685.3% | -659.5% | +17.3% |
| All | +51.2% | +694.8% | -643.7% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling