+53.8%
MMM vs ALB
+78.9%
-25.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | -1.6% | -4.4% | +2.8% | -0.8% |
| 30D | -8.0% | -1.2% | -6.8% | -8.0% |
| 3M | +9.4% | -13.3% | +22.7% | +11.6% |
| 6M | +10.2% | -19.8% | +30.0% | +12.9% |
| YTD | +6.1% | -7.9% | +14.0% | +4.9% |
| 1Y | +10.8% | +60.2% | -49.4% | -3.5% |
| 3Y | +104.8% | -26.4% | +131.2% | +97.7% |
| 5Y | +27.0% | -42.5% | +69.6% | +23.5% |
| 10Y | +53.8% | +83.0% | -29.2% | -7.1% |
| All | +53.8% | +78.9% | -25.2% | -7.1% |
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