+53.1%
MMM vs ALNY
+260.0%
-206.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -2.1% | -6.5% | +4.4% | -1.7% |
| 30D | -9.8% | +11.0% | -20.9% | -10.6% |
| 3M | +4.9% | -14.1% | +19.0% | +5.5% |
| 6M | +7.3% | -22.4% | +29.7% | +8.6% |
| YTD | +4.5% | -37.5% | +42.0% | +7.3% |
| 1Y | +5.4% | -46.9% | +52.3% | +9.3% |
| 3Y | +98.6% | +22.1% | +76.5% | +91.7% |
| 5Y | +27.4% | +31.2% | -3.8% | +21.1% |
| All | +53.1% | +260.0% | -206.9% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling