+2,812.9%
MMM vs ALK
+839.9%
+1,973.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -3.3% | -0.7% | -2.7% | -3.2% |
| 30D | -7.0% | -19.2% | +12.2% | -3.3% |
| 3M | +10.8% | -1.5% | +12.3% | +10.5% |
| 6M | +5.8% | -13.1% | +18.8% | +7.3% |
| YTD | +6.8% | -16.4% | +23.2% | +8.8% |
| 1Y | +10.4% | -33.1% | +43.5% | +16.8% |
| 3Y | +104.7% | +0.6% | +104.1% | +95.6% |
| 5Y | +23.6% | -26.4% | +49.9% | +22.9% |
| 10Y | +54.1% | -34.2% | +88.3% | +46.2% |
| All | +2,812.9% | +839.9% | +1,973.0% | +1,321.4% |
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