+28.7%
MMM vs AUR
-57.9%
+86.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.8% |
| 7D | -0.4% | -4.5% | +4.1% | -0.1% |
| 30D | +12.1% | -16.6% | +28.8% | +13.2% |
| 3M | +1.4% | -38.5% | +39.9% | +4.2% |
| 6M | +26.6% | -49.9% | +76.5% | +31.5% |
| YTD | +16.8% | +9.6% | +7.2% | +14.4% |
| 1Y | +10.1% | +1.2% | +8.9% | +8.3% |
| 3Y | +158.4% | +128.8% | +29.6% | +135.5% |
| 5Y | +43.1% | -57.9% | +101.0% | +29.6% |
| All | +28.7% | -57.9% | +86.6% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling