+2,376.5%
MMM vs AZO
+42,832.5%
-40,456.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -8.0% | -5.6% | -2.4% | -6.8% |
| 3M | +9.4% | -4.0% | +13.3% | +10.1% |
| 6M | +10.2% | -18.9% | +29.2% | +15.2% |
| YTD | +6.1% | -13.0% | +19.1% | +8.8% |
| 1Y | +10.8% | -30.4% | +41.2% | +19.4% |
| 3Y | +104.8% | +12.7% | +92.1% | +96.0% |
| 5Y | +27.0% | +89.6% | -62.6% | +6.8% |
| 10Y | +53.8% | +304.7% | -250.9% | +6.4% |
| All | +2,376.5% | +42,832.5% | -40,456.0% | +660.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling