+257.9%
HD vs MMM
+88.0%
+169.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.1% |
| 7D | +3.6% | +5.8% | -2.2% | +1.0% |
| 30D | +21.6% | +17.9% | +3.6% | +12.9% |
| 3M | +0.1% | +3.6% | -3.5% | -1.6% |
| 6M | +13.0% | +32.9% | -19.9% | -0.7% |
| YTD | +4.9% | +19.5% | -14.5% | -3.7% |
| 1Y | -2.1% | +16.5% | -18.6% | -9.2% |
| 3Y | +32.6% | +167.2% | -134.6% | -20.7% |
| 5Y | +8.2% | +48.2% | -40.0% | -13.0% |
| 10Y | +257.9% | +83.0% | +174.9% | +140.0% |
| All | +257.9% | +88.0% | +169.9% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling