+25.1%
MMM vs ALHC
-28.9%
+54.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -3.3% | -0.6% | -2.7% | -3.3% |
| 30D | -7.0% | -1.0% | -6.0% | -7.0% |
| 3M | +10.8% | -10.2% | +21.0% | +10.8% |
| 6M | +5.8% | -28.3% | +34.1% | +6.7% |
| YTD | +6.8% | -31.4% | +38.2% | +7.8% |
| 1Y | +10.4% | -16.9% | +27.3% | +10.4% |
| 3Y | +104.7% | +135.5% | -30.8% | +91.4% |
| 5Y | +23.6% | -33.6% | +57.2% | +16.4% |
| All | +25.1% | -28.9% | +54.0% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling