+160.8%
MMM vs ALLY
+57.0%
+103.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -2.7% |
| 7D | +5.9% | -1.1% | +7.0% | +6.3% |
| 30D | +14.7% | +4.2% | +10.6% | +13.3% |
| 3M | +3.6% | -12.4% | +16.0% | +7.9% |
| 6M | +32.7% | -8.7% | +41.4% | +36.1% |
| YTD | +18.9% | -11.6% | +30.6% | +22.9% |
| 1Y | +16.4% | +0.2% | +16.2% | +14.9% |
| All | +160.8% | +57.0% | +103.7% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling