+80.3%
MMM vs ALM
+2,022.9%
-1,942.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.4% |
| 7D | +6.2% | -6.7% | +12.9% | +6.4% |
| 30D | +14.2% | -32.9% | +47.1% | +15.2% |
| 3M | +2.9% | -39.5% | +42.4% | +3.9% |
| 6M | +27.6% | -62.0% | +89.5% | +29.8% |
| YTD | +17.3% | -7.8% | +25.1% | +16.9% |
| 1Y | +15.1% | +26.7% | -11.6% | +13.8% |
| 3Y | +157.1% | +825.4% | -668.2% | +141.1% |
| 5Y | +45.1% | +401.2% | -356.1% | +36.4% |
| All | +80.3% | +2,022.9% | -1,942.5% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling