+248.5%
ALAB vs MMM
+126.9%
+121.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -7.5% | +7.0% | -14.4% | -9.1% |
| 30D | -36.8% | +18.4% | -55.2% | -40.0% |
| 3M | -31.9% | +4.5% | -36.3% | -32.7% |
| 6M | +8.2% | +33.4% | -25.2% | -1.7% |
| YTD | +29.9% | +20.0% | +10.0% | +21.7% |
| 1Y | +24.4% | +15.0% | +9.4% | +18.0% |
| All | +248.5% | +126.9% | +121.7% | +276.2% |
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