+370.3%
HPE vs MMM
+74.0%
+296.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.8% | -3.2% |
| 7D | +7.9% | -0.4% | +8.2% | +8.2% |
| 30D | -23.5% | +12.1% | -35.6% | -29.0% |
| 3M | -19.1% | +1.4% | -20.5% | -20.5% |
| 6M | +51.4% | +26.6% | +24.8% | +29.5% |
| YTD | +103.4% | +16.8% | +86.6% | +81.4% |
| 1Y | +114.4% | +10.1% | +104.3% | +97.9% |
| 3Y | +224.7% | +158.4% | +66.2% | +65.9% |
| 5Y | +277.8% | +43.1% | +234.7% | +190.8% |
| All | +370.3% | +74.0% | +296.3% | +221.3% |
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