+165.0%
MMM vs ALLY
+60.4%
+104.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.1% |
| 7D | +7.0% | -0.7% | +7.6% | +7.3% |
| 30D | +18.4% | +1.1% | +17.2% | +18.1% |
| 3M | +4.5% | -13.2% | +17.7% | +9.2% |
| 6M | +33.4% | -13.5% | +46.9% | +39.2% |
| YTD | +20.0% | -14.3% | +34.2% | +25.1% |
| 1Y | +15.0% | -1.1% | +16.2% | +14.1% |
| 3Y | +165.0% | +62.0% | +103.0% | +132.4% |
| All | +165.0% | +60.4% | +104.6% | +132.4% |
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