+169.9%
MMM vs ALM
+7,705.7%
-7,535.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.2% |
| 7D | -3.3% | -2.6% | -0.7% | -3.3% |
| 30D | -7.0% | +32.0% | -39.0% | -7.1% |
| 3M | +10.8% | -15.0% | +25.9% | +10.8% |
| 6M | +5.8% | -10.1% | +15.9% | +5.7% |
| YTD | +6.8% | +99.4% | -92.7% | +6.5% |
| 1Y | +10.4% | +316.4% | -306.0% | +9.9% |
| 3Y | +104.7% | +2,022.0% | -1,917.3% | +102.6% |
| 5Y | +23.6% | +941.2% | -917.6% | +22.4% |
| 10Y | +54.1% | +2,950.3% | -2,896.2% | +52.1% |
| All | +169.9% | +7,705.7% | -7,535.9% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling