+55.2%
MMM vs ABCL
-80.5%
+135.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.1% | -1.8% |
| 7D | +6.2% | -3.2% | +9.4% | +6.3% |
| 30D | +14.2% | -7.4% | +21.6% | +14.5% |
| 3M | +2.9% | +81.9% | -79.0% | -1.8% |
| 6M | +27.6% | +135.7% | -108.2% | +18.5% |
| YTD | +17.3% | +247.4% | -230.1% | +5.3% |
| 1Y | +15.1% | +162.3% | -147.2% | +5.2% |
| 3Y | +157.1% | +165.5% | -8.4% | +126.7% |
| 5Y | +45.1% | -21.3% | +66.4% | +30.1% |
| All | +55.2% | -80.5% | +135.7% | +39.2% |
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