+40.0%
MMM vs ALHC
-61.8%
+101.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +1.9% |
| 7D | +5.8% | +3.9% | +1.9% | +5.6% |
| 30D | +17.9% | -3.6% | +21.6% | +18.1% |
| 3M | +3.6% | -49.4% | +53.0% | +6.5% |
| 6M | +32.9% | -59.5% | +92.4% | +37.3% |
| YTD | +19.5% | -63.2% | +82.7% | +23.8% |
| 1Y | +16.5% | -55.5% | +72.0% | +19.6% |
| 3Y | +167.2% | +23.0% | +144.1% | +157.2% |
| 5Y | +48.2% | -65.7% | +113.9% | +43.4% |
| All | +40.0% | -61.8% | +101.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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