+157.1%
MMM vs ABCL
+156.0%
+1.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.1% | -1.9% |
| 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% | -2.7% |
| 6M | +27.6% | +135.7% | -108.2% | +16.6% |
| YTD | +17.3% | +247.4% | -230.1% | +2.2% |
| 1Y | +15.1% | +162.3% | -147.2% | +3.0% |
| 3Y | +157.1% | +165.5% | -8.4% | +119.6% |
| All | +157.1% | +156.0% | +1.1% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling