+25.7%
MMM vs AZO
+85.0%
-59.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -3.2% | -2.9% | -0.3% | -2.5% |
| 30D | -10.7% | -5.3% | -5.4% | -9.4% |
| 3M | +4.3% | -7.3% | +11.6% | +6.1% |
| 6M | +5.9% | -22.7% | +28.6% | +12.8% |
| YTD | +3.2% | -15.0% | +18.2% | +6.8% |
| 1Y | +8.0% | -32.2% | +40.3% | +19.0% |
| 3Y | +99.1% | +10.0% | +89.1% | +89.3% |
| 5Y | +25.7% | +85.8% | -60.1% | +3.0% |
| All | +25.7% | +85.0% | -59.2% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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