+75.6%
MMM vs ALLE
+211.7%
-136.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | -0.8% | +3.6% | -4.4% | -2.5% |
| 30D | +11.7% | +25.9% | -14.2% | -0.4% |
| 3M | +1.0% | +15.8% | -14.8% | -6.3% |
| 6M | +26.0% | +48.1% | -22.0% | +2.9% |
| YTD | +16.3% | +22.0% | -5.6% | +4.1% |
| 1Y | +9.6% | +18.0% | -8.4% | -0.4% |
| 3Y | +157.3% | +93.1% | +64.3% | +80.3% |
| 5Y | +42.5% | +52.1% | -9.6% | +10.0% |
| All | +75.6% | +211.7% | -136.1% | -3.0% |
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