+45.3%
MMM vs ALK
-34.8%
+80.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +6.2% | +9.0% | -2.8% | +4.0% |
| 30D | +14.2% | -1.6% | +15.8% | +14.5% |
| 3M | +2.9% | -23.2% | +26.1% | +9.2% |
| 6M | +27.6% | -3.9% | +31.4% | +26.9% |
| YTD | +17.3% | -22.6% | +39.9% | +21.8% |
| 1Y | +15.1% | -5.3% | +20.4% | +13.1% |
| 3Y | +157.1% | +18.6% | +138.5% | +129.2% |
| All | +45.3% | -34.8% | +80.1% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling