+47.2%
MMM vs ALLE
+51.8%
-4.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -1.8% |
| 7D | +5.9% | 0.0% | +5.8% | +5.9% |
| 30D | +14.7% | +20.6% | -5.8% | +4.8% |
| 3M | +3.6% | +11.4% | -7.8% | -1.8% |
| 6M | +32.7% | +42.5% | -9.8% | +11.0% |
| YTD | +18.9% | +18.9% | 0.0% | +8.3% |
| 1Y | +16.4% | +14.2% | +2.2% | +8.1% |
| 3Y | +159.8% | +90.7% | +69.1% | +84.1% |
| 5Y | +47.2% | +52.5% | -5.3% | +12.4% |
| All | +47.2% | +51.8% | -4.7% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling