+10.8%
MMM vs ALM
+347.8%
-337.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -0.9% |
| 7D | -1.6% | +8.4% | -10.0% | -1.9% |
| 30D | -8.0% | +34.8% | -42.8% | -8.9% |
| 3M | +9.4% | +16.2% | -6.9% | +8.4% |
| 6M | +10.2% | +2.1% | +8.1% | +9.2% |
| YTD | +6.1% | +117.0% | -110.9% | +5.5% |
| 1Y | +10.8% | +313.9% | -303.1% | +5.6% |
| All | +10.8% | +347.8% | -337.0% | +5.6% |
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