+5.8%
MMM vs ALB
-25.5%
+31.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +0.2% |
| 7D | -3.3% | -8.1% | +4.8% | -3.2% |
| 30D | -7.0% | +6.3% | -13.3% | -7.2% |
| 3M | +10.8% | -23.6% | +34.4% | +11.8% |
| 6M | +5.8% | -24.6% | +30.4% | +2.5% |
| All | +5.8% | -25.5% | +31.2% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling