+23.0%
MMM vs ALNY
-62.5%
+85.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.7% | +8.8% | +9.5% |
| 7D | +12.2% | -30.7% | +42.9% | +12.8% |
| 30D | +18.8% | -26.7% | +45.6% | +19.1% |
| 3M | +7.4% | -26.4% | +33.8% | +7.4% |
| 6M | +38.3% | -45.9% | +84.3% | +40.1% |
| YTD | +22.9% | -59.5% | +82.3% | +25.0% |
| 1Y | +23.0% | -62.0% | +85.0% | +28.9% |
| All | +23.0% | -62.5% | +85.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling