+10.4%
MMM vs ALM
+318.3%
-307.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.2% |
| 7D | -3.3% | -2.6% | -0.7% | -3.2% |
| 30D | -7.0% | +32.0% | -39.0% | -7.9% |
| 3M | +10.8% | -15.0% | +25.9% | +10.9% |
| 6M | +5.8% | -10.1% | +15.9% | +5.1% |
| YTD | +6.8% | +99.4% | -92.7% | +6.7% |
| 1Y | +10.4% | +316.4% | -306.0% | +6.8% |
| All | +10.4% | +318.3% | -307.9% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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