+15.1%
MMM vs AUR
-35.7%
+50.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | -9.8% | -6.4% | -3.4% | -9.6% |
| 3M | +4.9% | +7.7% | -2.8% | +4.0% |
| 6M | +7.3% | +44.5% | -37.2% | +3.8% |
| YTD | +4.5% | +67.4% | -63.0% | -0.1% |
| 1Y | +5.4% | +15.4% | -10.1% | +2.9% |
| 3Y | +98.6% | +94.8% | +3.7% | +81.4% |
| 5Y | +27.4% | -35.1% | +62.5% | +12.2% |
| All | +15.1% | -35.7% | +50.8% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling