+21.5%
HON vs MMM
+105.1%
-83.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | -15.2% | -8.0% | -7.2% | -13.0% |
| 3M | -6.0% | +9.4% | -15.3% | -8.5% |
| 6M | -14.9% | +10.2% | -25.1% | -17.5% |
| YTD | +3.2% | +6.1% | -3.0% | +0.9% |
| 1Y | 0.0% | +10.8% | -10.8% | -3.3% |
| 3Y | +21.5% | +104.8% | -83.3% | +3.0% |
| All | +21.5% | +105.1% | -83.6% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling