+1,044.8%
MMM vs AU
+793.6%
+251.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.3% |
| 7D | -3.3% | -3.6% | +0.3% | -3.1% |
| 30D | -7.0% | +23.9% | -30.9% | -8.2% |
| 3M | +10.8% | +19.1% | -8.3% | +9.5% |
| 6M | +5.8% | -0.2% | +5.9% | +5.3% |
| YTD | +6.8% | +32.5% | -25.7% | +4.5% |
| 1Y | +10.4% | +96.9% | -86.6% | +5.5% |
| 3Y | +104.7% | +614.7% | -510.0% | +80.3% |
| 5Y | +23.6% | +647.7% | -624.2% | +7.5% |
| 10Y | +54.1% | +679.2% | -625.1% | +29.4% |
| All | +1,044.8% | +793.6% | +251.2% | +816.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling