+83.0%
MMM vs ALLE
+233.6%
-150.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.5% |
| 7D | +5.8% | -0.6% | +6.4% | +6.2% |
| 30D | +17.9% | +26.6% | -8.7% | +4.9% |
| 3M | +3.6% | +13.2% | -9.6% | -2.8% |
| 6M | +32.9% | +42.9% | -10.0% | +10.4% |
| YTD | +19.5% | +21.0% | -1.6% | +7.3% |
| 1Y | +16.5% | +15.2% | +1.4% | +7.2% |
| 3Y | +167.2% | +95.6% | +71.6% | +85.9% |
| 5Y | +48.2% | +53.4% | -5.2% | +13.9% |
| 10Y | +83.0% | +221.5% | -138.5% | -0.7% |
| All | +83.0% | +233.6% | -150.6% | -0.7% |
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