+3.1%
HON vs MMM
+24.9%
-21.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.9% |
| 7D | -0.6% | -2.6% | +2.0% | +0.4% |
| 30D | -15.4% | -9.3% | -6.1% | -12.2% |
| 3M | -9.1% | +5.6% | -14.7% | -11.1% |
| 6M | -17.1% | +9.5% | -26.5% | -20.0% |
| YTD | +1.5% | +4.1% | -2.6% | -0.5% |
| 1Y | -1.3% | +9.4% | -10.7% | -5.2% |
| 3Y | +19.5% | +101.0% | -81.4% | -10.8% |
| 5Y | +3.1% | +26.1% | -23.0% | +1.0% |
| All | +3.1% | +24.9% | -21.8% | +1.0% |
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 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