+34,084.3%
HD vs MMM
+3,210.3%
+30,874.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -1.2% | -2.6% | +1.5% | +0.2% |
| 30D | +20.9% | +17.4% | +3.5% | +11.4% |
| 3M | -0.2% | +3.6% | -3.8% | -2.1% |
| 6M | +14.5% | +33.0% | -18.5% | -1.4% |
| YTD | +4.3% | +19.6% | -15.3% | -5.5% |
| 1Y | -3.5% | +14.0% | -17.5% | -10.5% |
| 3Y | +30.1% | +164.3% | -134.2% | -25.9% |
| 5Y | +8.5% | +49.3% | -40.9% | -17.9% |
| 10Y | +245.3% | +78.4% | +166.9% | +127.7% |
| All | +34,084.3% | +3,210.3% | +30,874.0% | +4,197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling