+19.7%
HPQ vs MMM
+105.1%
-85.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.3% |
| 7D | -0.5% | -1.6% | +1.1% | +0.1% |
| 30D | +3.7% | -8.0% | +11.7% | +6.6% |
| 3M | +24.3% | +9.4% | +14.9% | +20.6% |
| 6M | +64.8% | +10.2% | +54.5% | +59.0% |
| YTD | +43.9% | +6.1% | +37.8% | +40.5% |
| 1Y | +11.7% | +10.8% | +0.9% | +7.5% |
| 3Y | +19.7% | +104.8% | -85.1% | -0.8% |
| All | +19.7% | +105.1% | -85.4% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling