+3,144.9%
MMM vs ALK
+765.2%
+2,379.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | +0.1% | -2.6% |
| 7D | +5.9% | +7.1% | -1.2% | +4.5% |
| 30D | +14.7% | -3.0% | +17.7% | +15.3% |
| 3M | +3.6% | -25.6% | +29.2% | +9.2% |
| 6M | +32.7% | +0.5% | +32.2% | +31.3% |
| YTD | +18.9% | -23.1% | +42.0% | +22.8% |
| 1Y | +16.4% | -7.5% | +23.9% | +15.8% |
| 3Y | +159.8% | +15.3% | +144.5% | +141.8% |
| 5Y | +47.2% | -34.8% | +82.0% | +49.7% |
| 10Y | +86.5% | -41.2% | +127.6% | +80.4% |
| All | +3,144.9% | +765.2% | +2,379.6% | +1,505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling