+14.6%
MMM vs ALM
+21.0%
-6.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | +1.6% |
| 7D | +5.8% | +0.7% | +5.0% | +5.7% |
| 30D | +17.9% | -26.1% | +44.0% | +19.0% |
| 3M | +3.6% | -38.1% | +41.7% | +4.9% |
| 6M | +32.9% | -55.4% | +88.3% | +35.2% |
| YTD | +19.5% | -0.4% | +19.9% | +24.7% |
| All | +14.6% | +21.0% | -6.5% | +21.3% |
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