+6.1%
HD vs MMM
+46.7%
-40.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | +18.5% | +14.4% | +4.1% | +12.6% |
| 3M | +2.2% | +1.8% | +0.4% | +1.4% |
| 6M | +13.8% | +31.3% | -17.4% | +2.7% |
| YTD | +3.4% | +18.0% | -14.6% | -3.2% |
| 1Y | -3.5% | +10.9% | -14.4% | -7.7% |
| 3Y | +29.0% | +160.6% | -131.6% | -14.8% |
| 5Y | +6.1% | +44.5% | -38.4% | -7.5% |
| All | +6.1% | +46.7% | -40.6% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling