+157.1%
MMM vs ALHC
+21.9%
+135.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.3% |
| 7D | +6.2% | +1.0% | +5.2% | +6.2% |
| 30D | +14.2% | -14.2% | +28.4% | +14.9% |
| 3M | +2.9% | -45.1% | +48.0% | +5.0% |
| 6M | +27.6% | -59.5% | +87.1% | +31.2% |
| YTD | +17.3% | -62.8% | +80.1% | +20.8% |
| 1Y | +15.1% | -55.5% | +70.6% | +17.8% |
| 3Y | +157.1% | +25.7% | +131.4% | +149.7% |
| All | +157.1% | +21.9% | +135.2% | +149.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling