+47.9%
MMM vs ABCL
-8.0%
+55.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +7.0% | +2.3% | +4.7% | +6.7% |
| 30D | +18.4% | -0.7% | +19.1% | +18.1% |
| 3M | +4.5% | +33.4% | -28.9% | +1.2% |
| 6M | +33.4% | +137.8% | -104.4% | +20.5% |
| YTD | +20.0% | +264.3% | -244.4% | +2.6% |
| 1Y | +15.0% | +209.2% | -194.2% | -0.1% |
| 3Y | +165.0% | +208.4% | -43.4% | +118.6% |
| 5Y | +47.9% | -11.9% | +59.8% | +26.4% |
| All | +47.9% | -8.0% | +55.9% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling