+80.3%
MMM vs ALLE
+222.4%
-142.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +6.2% | -0.6% | +6.8% | +6.6% |
| 30D | +14.2% | +25.3% | -11.1% | +2.1% |
| 3M | +2.9% | +10.3% | -7.4% | -2.2% |
| 6M | +27.6% | +38.0% | -10.5% | +7.7% |
| YTD | +17.3% | +17.8% | -0.5% | +6.7% |
| 1Y | +15.1% | +13.6% | +1.5% | +6.6% |
| 3Y | +157.1% | +89.2% | +67.9% | +81.9% |
| 5Y | +45.1% | +51.1% | -5.9% | +12.4% |
| All | +80.3% | +222.4% | -142.1% | -1.5% |
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