+37.3%
HPQ vs MMM
+24.9%
+12.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.7% |
| 7D | +1.3% | -2.6% | +3.8% | +2.4% |
| 30D | +8.7% | -9.3% | +18.0% | +13.4% |
| 3M | +31.5% | +5.6% | +25.9% | +28.1% |
| 6M | +76.0% | +9.5% | +66.5% | +68.0% |
| YTD | +49.5% | +4.1% | +45.4% | +45.7% |
| 1Y | +17.3% | +9.4% | +7.9% | +11.6% |
| 3Y | +24.4% | +101.0% | -76.6% | -13.3% |
| 5Y | +37.3% | +26.1% | +11.2% | +23.6% |
| All | +37.3% | +24.9% | +12.4% | +23.6% |
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