+44.8%
MMM vs ALM
+373.6%
-328.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.1% |
| 7D | -0.8% | -4.0% | +3.2% | -0.7% |
| 30D | +14.4% | -30.5% | +44.9% | +15.9% |
| 3M | +1.8% | -46.9% | +48.7% | +3.9% |
| 6M | +31.3% | -65.5% | +96.8% | +35.5% |
| YTD | +18.0% | -13.4% | +31.4% | +17.4% |
| 1Y | +10.9% | +9.8% | +1.1% | +9.2% |
| 3Y | +160.6% | +783.1% | -622.5% | +127.1% |
| All | +44.8% | +373.6% | -328.9% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling