+400.4%
ALAB vs MMM
+101.9%
+298.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.6% | +9.7% |
| 7D | +7.2% | -3.3% | +10.5% | +8.3% |
| 30D | -2.5% | -7.0% | +4.5% | -0.3% |
| 3M | -13.3% | +10.8% | -24.1% | -16.4% |
| 6M | +172.8% | +5.8% | +167.1% | +166.0% |
| YTD | +86.6% | +6.8% | +79.8% | +80.8% |
| 1Y | +65.2% | +10.4% | +54.8% | +57.3% |
| All | +400.4% | +101.9% | +298.5% | +459.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling