+113.2%
HPE vs MMM
+15.0%
+98.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -9.7% | +7.0% | -16.7% | -10.6% |
| 30D | -34.8% | +18.4% | -53.1% | -37.4% |
| 3M | -12.1% | +4.5% | -16.6% | -12.0% |
| 6M | +53.7% | +33.4% | +20.3% | +40.1% |
| YTD | +101.9% | +20.0% | +82.0% | +91.8% |
| All | +113.2% | +15.0% | +98.1% | +105.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling