+15.0%
MMM vs ALHC
-52.7%
+67.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | 0.0% |
| 7D | +7.0% | +3.8% | +3.2% | +6.7% |
| 30D | +18.4% | +1.7% | +16.7% | +18.2% |
| 3M | +4.5% | -44.3% | +48.8% | +7.0% |
| 6M | +33.4% | -57.2% | +90.6% | +37.4% |
| YTD | +20.0% | -61.2% | +81.1% | +22.0% |
| 1Y | +15.0% | -53.2% | +68.2% | +11.7% |
| All | +15.0% | -52.7% | +67.7% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling