+14.3%
MMM vs ALM
+14.3%
0.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.6% | +0.7% |
| 7D | +7.0% | -6.3% | +13.3% | +7.2% |
| 30D | +18.4% | -31.4% | +49.8% | +19.8% |
| 3M | +4.5% | -40.6% | +45.1% | +6.0% |
| 6M | +33.4% | -58.6% | +92.1% | +36.1% |
| YTD | +20.0% | -7.6% | +27.6% | +25.5% |
| All | +14.3% | +14.3% | 0.0% | +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