+208.5%
HD vs MMM
+54.8%
+153.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | -3.3% | +1.3% | -0.6% |
| 30D | -8.4% | -7.0% | -1.4% | -5.4% |
| 3M | +4.3% | +10.8% | -6.5% | -0.4% |
| 6M | -11.1% | +5.8% | -16.9% | -13.5% |
| YTD | -4.7% | +6.8% | -11.4% | -7.9% |
| 1Y | -19.8% | +10.4% | -30.2% | -24.0% |
| 3Y | +4.1% | +104.7% | -100.6% | -29.3% |
| 5Y | +10.3% | +23.6% | -13.2% | -3.3% |
| All | +208.5% | +54.8% | +153.8% | +115.2% |
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