+1,970.8%
MMM vs ALB
+2,214.8%
-243.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +6.2% | +9.1% | -2.9% | +4.1% |
| 30D | +14.2% | -3.4% | +17.6% | +15.0% |
| 3M | +2.9% | -20.6% | +23.5% | +8.0% |
| 6M | +27.6% | -48.2% | +75.7% | +46.5% |
| YTD | +17.3% | -29.2% | +46.5% | +22.7% |
| 1Y | +15.1% | +10.0% | +5.1% | +7.7% |
| 3Y | +157.1% | -12.9% | +170.0% | +133.4% |
| 5Y | +45.1% | -61.3% | +106.4% | +53.5% |
| 10Y | +83.9% | +35.8% | +48.1% | +25.5% |
| All | +1,970.8% | +2,214.8% | -243.9% | +616.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling