+76.3%
MMM vs ALK
-45.9%
+122.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | +12.1% | +7.7% | +4.4% | +10.0% |
| 3M | +1.4% | -19.0% | +20.4% | +6.2% |
| 6M | +26.6% | -0.2% | +26.8% | +24.8% |
| YTD | +16.8% | -23.5% | +40.3% | +21.6% |
| 1Y | +10.1% | -9.1% | +19.2% | +9.5% |
| 3Y | +158.4% | +12.0% | +146.4% | +135.3% |
| 5Y | +43.1% | -30.9% | +73.9% | +43.3% |
| All | +76.3% | -45.9% | +122.2% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling