+78.1%
MMM vs ALLE
+208.6%
-130.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -0.8% | +1.6% | -2.4% | -1.6% |
| 30D | +14.4% | +24.1% | -9.7% | +2.8% |
| 3M | +1.8% | +14.8% | -13.0% | -5.2% |
| 6M | +31.3% | +45.9% | -14.6% | +7.9% |
| YTD | +18.0% | +20.7% | -2.8% | +6.1% |
| 1Y | +10.9% | +14.2% | -3.3% | +2.4% |
| 3Y | +160.6% | +90.7% | +69.9% | +83.7% |
| 5Y | +44.5% | +50.6% | -6.1% | +12.1% |
| All | +78.1% | +208.6% | -130.5% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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