+132.3%
HON vs MMM
+55.8%
+76.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | -3.5% | -2.1% | -1.3% | -2.4% |
| 30D | -13.8% | -9.8% | -3.9% | -9.0% |
| 3M | -11.7% | +4.9% | -16.6% | -14.0% |
| 6M | -18.7% | +7.3% | -26.1% | -21.9% |
| YTD | +0.2% | +4.5% | -4.3% | -2.8% |
| 1Y | -3.1% | +5.4% | -8.4% | -6.6% |
| 3Y | +17.0% | +98.6% | -81.6% | -24.6% |
| 5Y | +2.0% | +27.4% | -25.3% | -13.1% |
| All | +132.3% | +55.8% | +76.5% | +65.5% |
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 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