+80.3%
MMM vs ALB
+33.3%
+47.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +6.2% | +9.1% | -2.9% | +4.5% |
| 30D | +14.2% | -3.4% | +17.6% | +14.8% |
| 3M | +2.9% | -20.6% | +23.5% | +6.9% |
| 6M | +27.6% | -48.2% | +75.7% | +42.6% |
| YTD | +17.3% | -29.2% | +46.5% | +21.4% |
| 1Y | +15.1% | +10.0% | +5.1% | +8.6% |
| 3Y | +157.1% | -12.9% | +170.0% | +135.7% |
| 5Y | +45.1% | -61.3% | +106.4% | +53.3% |
| All | +80.3% | +33.3% | +47.0% | +21.5% |
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