+16.4%
MMM vs AUR
-10.8%
+27.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.1% |
| 7D | +5.9% | -8.5% | +14.4% | +6.3% |
| 30D | +14.7% | -29.9% | +44.7% | +17.1% |
| 3M | +3.6% | -39.8% | +43.3% | +6.8% |
| 6M | +32.7% | -38.3% | +71.0% | +35.4% |
| YTD | +18.9% | +4.9% | +14.0% | +12.9% |
| 1Y | +16.4% | -9.6% | +26.0% | +11.8% |
| All | +16.4% | -10.8% | +27.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling