+164.6%
MMM vs ALC
+2.0%
+162.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.4% |
| 7D | -2.6% | -6.3% | +3.7% | -0.6% |
| 30D | +17.4% | +12.6% | +4.8% | +13.5% |
| 3M | +3.6% | -3.8% | +7.4% | +4.8% |
| 6M | +33.0% | +16.8% | +16.2% | +26.5% |
| YTD | +19.6% | -7.6% | +27.2% | +21.8% |
| 1Y | +14.0% | -5.9% | +19.9% | +15.3% |
| All | +164.6% | +2.0% | +162.6% | +172.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling