+1,983.0%
MMM vs ALB
+2,112.1%
-129.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -0.8% | -3.6% | +2.8% | 0.0% |
| 30D | +14.4% | -2.9% | +17.3% | +15.0% |
| 3M | +1.8% | -25.8% | +27.6% | +8.5% |
| 6M | +31.3% | -53.6% | +84.9% | +54.8% |
| YTD | +18.0% | -32.4% | +50.3% | +24.6% |
| 1Y | +10.9% | -13.0% | +23.9% | +9.8% |
| 3Y | +160.6% | -15.0% | +175.6% | +137.7% |
| 5Y | +44.5% | -63.5% | +108.0% | +55.1% |
| 10Y | +75.9% | +34.7% | +41.2% | +20.1% |
| All | +1,983.0% | +2,112.1% | -129.1% | +628.1% |
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 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