+10.4%
MMM vs ALNY
-40.8%
+51.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -3.3% | +12.2% | -15.6% | -3.7% |
| 30D | -7.0% | +16.3% | -23.4% | -7.6% |
| 3M | +10.8% | -12.4% | +23.2% | +10.7% |
| 6M | +5.8% | -18.7% | +24.5% | +5.8% |
| YTD | +6.8% | -33.1% | +39.8% | +5.9% |
| 1Y | +10.4% | -41.3% | +51.7% | +7.7% |
| All | +10.4% | -40.8% | +51.2% | +7.7% |
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