+33,950.9%
HD vs MMM
+3,190.8%
+30,760.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.6% | +0.1% |
| 7D | +6.4% | +5.9% | +0.5% | +3.3% |
| 30D | +22.1% | +14.7% | +7.3% | +13.8% |
| 3M | -0.2% | +3.6% | -3.8% | -2.1% |
| 6M | +12.6% | +32.7% | -20.1% | -2.9% |
| YTD | +3.9% | +18.9% | -15.0% | -5.6% |
| 1Y | -3.7% | +16.4% | -20.1% | -11.7% |
| 3Y | +27.9% | +159.8% | -132.0% | -26.5% |
| 5Y | +7.8% | +47.2% | -39.3% | -17.7% |
| 10Y | +269.4% | +86.5% | +182.9% | +137.8% |
| All | +33,950.9% | +3,190.8% | +30,760.1% | +4,192.9% |
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