+5,634.3%
HON vs MMM
+2,854.2%
+2,780.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | -3.6% | -3.3% | -0.3% | -1.7% |
| 30D | -15.3% | -7.0% | -8.2% | -11.6% |
| 3M | -7.9% | +10.8% | -18.7% | -13.5% |
| 6M | -18.1% | +5.8% | -23.8% | -21.1% |
| YTD | +3.8% | +6.8% | -2.9% | -1.0% |
| 1Y | +0.5% | +10.4% | -9.9% | -6.5% |
| 3Y | +19.8% | +104.7% | -84.9% | -27.9% |
| 5Y | +2.9% | +23.6% | -20.6% | -16.7% |
| 10Y | +134.6% | +54.1% | +80.5% | +60.4% |
| All | +5,634.3% | +2,854.2% | +2,780.1% | +820.7% |
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