+130.2%
MMM vs ALLY
+124.8%
+5.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -3.3% | +3.7% | -7.0% | -4.3% |
| 30D | -7.0% | -2.3% | -4.8% | -6.4% |
| 3M | +10.8% | +3.8% | +7.0% | +9.4% |
| 6M | +5.8% | +9.7% | -3.9% | +2.5% |
| YTD | +6.8% | -1.4% | +8.2% | +6.5% |
| 1Y | +10.4% | +8.2% | +2.1% | +6.8% |
| 3Y | +104.7% | +66.5% | +38.2% | +71.7% |
| 5Y | +23.6% | +1.2% | +22.4% | +14.7% |
| 10Y | +54.1% | +191.4% | -137.3% | +1.1% |
| All | +130.2% | +124.8% | +5.4% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling