+40.2%
MMM vs ALHC
-59.6%
+99.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -2.6% | -5.5% | +2.9% | -2.3% |
| 30D | +17.4% | -4.9% | +22.3% | +17.6% |
| 3M | +3.6% | -41.7% | +45.3% | +5.8% |
| 6M | +33.0% | -55.2% | +88.2% | +36.8% |
| YTD | +19.6% | -61.1% | +80.7% | +23.6% |
| 1Y | +14.0% | -53.3% | +67.4% | +16.8% |
| 3Y | +164.3% | +28.2% | +136.1% | +153.9% |
| 5Y | +49.3% | -65.8% | +115.1% | +44.0% |
| All | +40.2% | -59.6% | +99.8% | +35.3% |
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