+47.9%
MMM vs ALLY
-9.3%
+57.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.0% |
| 6M | +33.4% | -13.5% | +46.9% | +38.9% |
| YTD | +20.0% | -14.3% | +34.2% | +24.8% |
| 1Y | +15.0% | -1.1% | +16.2% | +14.3% |
| 3Y | +165.0% | +62.0% | +103.0% | +122.0% |
| 5Y | +47.9% | -9.6% | +57.6% | +42.3% |
| All | +47.9% | -9.3% | +57.2% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling