+249.6%
ALAB vs MMM
+126.0%
+123.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.9% | +11.8% | +13.2% |
| 7D | -5.6% | +5.8% | -11.3% | -6.9% |
| 30D | -36.6% | +17.9% | -54.5% | -39.7% |
| 3M | -35.1% | +3.6% | -38.7% | -35.7% |
| 6M | +8.5% | +32.9% | -24.4% | -1.3% |
| YTD | +30.4% | +19.5% | +10.9% | +22.2% |
| 1Y | +31.0% | +16.5% | +14.5% | +23.6% |
| All | +249.6% | +126.0% | +123.7% | +277.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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