+38.2%
MMM vs ALC
+32.2%
+6.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +2.1% | +3.7% | +5.1% |
| 30D | +17.9% | +17.2% | +0.7% | +11.6% |
| 3M | +3.6% | +4.6% | -1.1% | +1.8% |
| 6M | +32.9% | +20.1% | +12.8% | +24.0% |
| YTD | +19.5% | -4.2% | +23.7% | +20.2% |
| 1Y | +16.5% | +2.1% | +14.5% | +14.4% |
| 3Y | +167.2% | +4.5% | +162.7% | +155.2% |
| 5Y | +48.2% | -12.3% | +60.6% | +48.8% |
| All | +38.2% | +32.2% | +6.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling