+45.3%
MMM vs ABCL
-21.8%
+67.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.1% | -2.0% |
| 7D | +6.2% | -3.2% | +9.4% | +6.3% |
| 30D | +14.2% | -7.4% | +21.6% | +14.6% |
| 3M | +2.9% | +81.9% | -79.0% | -3.6% |
| 6M | +27.6% | +135.7% | -108.2% | +15.1% |
| YTD | +17.3% | +247.4% | -230.1% | +0.7% |
| 1Y | +15.1% | +162.3% | -147.2% | +1.6% |
| 3Y | +157.1% | +165.5% | -8.4% | +115.4% |
| All | +45.3% | -21.8% | +67.1% | +23.6% |
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 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