+130.8%
MMM vs ALLE
+260.9%
-130.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -7.0% | -6.8% | -0.2% | -4.0% |
| 3M | +10.8% | +21.0% | -10.2% | +0.6% |
| 6M | +5.8% | +1.1% | +4.7% | +4.3% |
| YTD | +6.8% | -0.5% | +7.3% | +5.8% |
| 1Y | +10.4% | -7.3% | +17.6% | +13.0% |
| 3Y | +104.7% | +42.3% | +62.4% | +68.7% |
| 5Y | +23.6% | +13.5% | +10.1% | +10.9% |
| 10Y | +54.1% | +144.0% | -89.9% | -4.8% |
| All | +130.8% | +260.9% | -130.1% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling