+76.3%
MMM vs ALB
+32.4%
+44.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -0.4% | -5.8% | +5.4% | +0.7% |
| 30D | +12.1% | -4.5% | +16.7% | +13.0% |
| 3M | +1.4% | -28.1% | +29.5% | +7.3% |
| 6M | +26.6% | -53.2% | +79.8% | +44.2% |
| YTD | +16.8% | -33.3% | +50.1% | +22.2% |
| 1Y | +10.1% | -17.4% | +27.5% | +10.0% |
| 3Y | +158.4% | -14.1% | +172.6% | +136.9% |
| 5Y | +43.1% | -64.0% | +107.1% | +53.4% |
| All | +76.3% | +32.4% | +44.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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