+83.0%
MMM vs ALK
-37.5%
+120.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +0.2% |
| 7D | +5.8% | +8.9% | -3.1% | +3.6% |
| 30D | +17.9% | +5.9% | +12.0% | +16.1% |
| 3M | +3.6% | -16.5% | +20.1% | +7.7% |
| 6M | +32.9% | +2.1% | +30.8% | +30.4% |
| YTD | +19.5% | -17.1% | +36.6% | +22.0% |
| 1Y | +16.5% | -2.9% | +19.4% | +14.1% |
| 3Y | +167.2% | +24.5% | +142.7% | +137.1% |
| 5Y | +48.2% | -29.1% | +77.3% | +47.5% |
| 10Y | +83.0% | -39.1% | +122.1% | +64.0% |
| All | +83.0% | -37.5% | +120.5% | +64.0% |
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