+44.5%
MMM vs ALC
-9.8%
+54.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.8% | -6.2% | +5.4% | +1.4% |
| 30D | +14.4% | +14.0% | +0.4% | +9.6% |
| 3M | +1.8% | -2.4% | +4.2% | +2.6% |
| 6M | +31.3% | +12.6% | +18.7% | +25.6% |
| YTD | +18.0% | -8.4% | +26.4% | +20.5% |
| 1Y | +10.9% | -9.1% | +20.0% | +13.5% |
| 3Y | +160.6% | -0.3% | +160.9% | +153.5% |
| 5Y | +44.5% | -9.9% | +54.4% | +42.6% |
| All | +44.5% | -9.8% | +54.3% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling