+1,785.3%
MMM vs ALB
+2,835.3%
-1,050.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +1.2% |
| 7D | -3.3% | -8.1% | +4.8% | -1.5% |
| 30D | -7.0% | +6.3% | -13.3% | -8.6% |
| 3M | +10.8% | -23.6% | +34.4% | +16.9% |
| 6M | +5.8% | -24.6% | +30.4% | +10.6% |
| YTD | +6.8% | -10.3% | +17.0% | +6.0% |
| 1Y | +10.4% | +61.5% | -51.1% | -6.5% |
| 3Y | +104.7% | -34.0% | +138.7% | +100.5% |
| 5Y | +23.6% | -44.6% | +68.1% | +19.8% |
| 10Y | +54.1% | +76.1% | -22.0% | -0.8% |
| All | +1,785.3% | +2,835.3% | -1,050.0% | +519.3% |
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