+26.1%
MMM vs AU
+688.4%
-662.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -2.6% | +0.6% | -3.2% | -2.6% |
| 30D | -9.3% | +12.3% | -21.6% | -10.1% |
| 3M | +5.6% | +29.4% | -23.8% | +3.5% |
| 6M | +9.5% | +3.2% | +6.2% | +8.5% |
| YTD | +4.1% | +31.8% | -27.7% | +1.5% |
| 1Y | +9.4% | +83.4% | -74.0% | +4.3% |
| 3Y | +101.0% | +623.1% | -522.1% | +69.6% |
| 5Y | +26.1% | +700.5% | -674.4% | +5.0% |
| All | +26.1% | +688.4% | -662.3% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling