+45.3%
MMM vs ALB
-61.7%
+107.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | +6.2% | +9.1% | -2.9% | +4.9% |
| 30D | +14.2% | -3.4% | +17.6% | +14.7% |
| 3M | +2.9% | -20.6% | +23.5% | +5.9% |
| 6M | +27.6% | -48.2% | +75.7% | +38.9% |
| YTD | +17.3% | -29.2% | +46.5% | +20.2% |
| 1Y | +15.1% | +10.0% | +5.1% | +9.6% |
| 3Y | +157.1% | -12.9% | +170.0% | +137.0% |
| All | +45.3% | -61.7% | +107.1% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling