+54.6%
MMM vs ABCL
-81.2%
+135.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -0.4% | -3.3% | +2.9% | -0.2% |
| 30D | +12.1% | -7.1% | +19.3% | +12.4% |
| 3M | +1.4% | +4.7% | -3.3% | +0.6% |
| 6M | +26.6% | +140.9% | -114.3% | +17.4% |
| YTD | +16.8% | +236.0% | -219.1% | +5.1% |
| 1Y | +10.1% | +217.4% | -207.3% | -0.6% |
| 3Y | +158.4% | +188.7% | -30.3% | +127.0% |
| 5Y | +43.1% | -23.5% | +66.6% | +28.5% |
| All | +54.6% | -81.2% | +135.7% | +38.9% |
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