+157.1%
MMM vs ALK
+16.0%
+141.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +6.2% | +9.0% | -2.8% | +4.2% |
| 30D | +14.2% | -1.6% | +15.8% | +14.4% |
| 3M | +2.9% | -23.2% | +26.1% | +8.7% |
| 6M | +27.6% | -3.9% | +31.4% | +27.0% |
| YTD | +17.3% | -22.6% | +39.9% | +21.5% |
| 1Y | +15.1% | -5.3% | +20.4% | +13.2% |
| 3Y | +157.1% | +18.6% | +138.5% | +156.5% |
| All | +157.1% | +16.0% | +141.2% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling