+343.8%
HPE vs MMM
+28.6%
+315.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.4% | +8.0% |
| 7D | +10.1% | -1.6% | +11.7% | +10.9% |
| 30D | +5.3% | -8.0% | +13.3% | +9.2% |
| 3M | +12.7% | +9.4% | +3.3% | +7.9% |
| 6M | +167.7% | +10.2% | +157.4% | +154.5% |
| YTD | +135.5% | +6.1% | +129.3% | +127.4% |
| 1Y | +143.4% | +10.8% | +132.6% | +129.7% |
| 3Y | +249.2% | +104.8% | +144.4% | +149.8% |
| 5Y | +343.8% | +27.0% | +316.8% | +295.4% |
| All | +343.8% | +28.6% | +315.3% | +295.4% |
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