+267.2%
ALAB vs MMM
+123.1%
+144.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | +26.9% | -0.8% | +27.7% | +27.3% |
| 30D | -30.0% | +14.4% | -44.4% | -32.8% |
| 3M | -28.5% | +1.8% | -30.3% | -28.9% |
| 6M | +11.4% | +31.3% | -19.9% | +1.7% |
| YTD | +36.9% | +18.0% | +19.0% | +28.8% |
| 1Y | +44.4% | +10.9% | +33.5% | +38.6% |
| All | +267.2% | +123.1% | +144.1% | +298.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling