+344.5%
MMM vs ALNY
+4,163.9%
-3,819.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.4% |
| 7D | -1.6% | +5.7% | -7.3% | -2.1% |
| 30D | -8.0% | +18.7% | -26.7% | -9.5% |
| 3M | +9.4% | -11.0% | +20.3% | +9.8% |
| 6M | +10.2% | -18.9% | +29.1% | +11.5% |
| YTD | +6.1% | -34.6% | +40.7% | +9.3% |
| 1Y | +10.8% | -42.8% | +53.6% | +15.4% |
| 3Y | +104.8% | +29.1% | +75.7% | +94.3% |
| 5Y | +27.0% | +39.6% | -12.6% | +17.0% |
| 10Y | +53.8% | +253.8% | -200.0% | +19.7% |
| All | +344.5% | +4,163.9% | -3,819.5% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling