+47.2%
MMM vs ABCL
-30.0%
+77.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.2% | -2.4% |
| 7D | +5.9% | -14.9% | +20.8% | +7.2% |
| 30D | +14.7% | -15.4% | +30.1% | +16.0% |
| 3M | +3.6% | +88.0% | -84.4% | -3.3% |
| 6M | +32.7% | +138.8% | -106.1% | +19.5% |
| YTD | +18.9% | +225.4% | -206.5% | +2.7% |
| 1Y | +16.4% | +137.3% | -120.9% | +3.7% |
| 3Y | +159.8% | +136.8% | +23.0% | +120.0% |
| 5Y | +47.2% | -26.2% | +73.4% | +26.0% |
| All | +47.2% | -30.0% | +77.2% | +26.0% |
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