+58.1%
MMM vs ABCL
-79.5%
+137.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | +1.6% |
| 7D | +5.8% | +12.4% | -6.7% | +4.9% |
| 30D | +17.9% | -0.4% | +18.3% | +17.7% |
| 3M | +3.6% | +80.4% | -76.8% | -1.1% |
| 6M | +32.9% | +138.5% | -105.6% | +23.5% |
| YTD | +19.5% | +265.5% | -246.0% | +6.9% |
| 1Y | +16.5% | +219.7% | -203.1% | +5.2% |
| 3Y | +167.2% | +209.4% | -42.3% | +133.6% |
| 5Y | +48.2% | -15.0% | +63.2% | +32.5% |
| All | +58.1% | -79.5% | +137.6% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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