+2,903.2%
HPQ vs MMM
+2,854.2%
+49.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +6.9% | -3.3% | +10.3% | +8.8% |
| 30D | +14.4% | -7.0% | +21.5% | +18.8% |
| 3M | +25.6% | +10.8% | +14.8% | +18.6% |
| 6M | +75.0% | +5.8% | +69.3% | +68.5% |
| YTD | +50.7% | +6.8% | +43.9% | +43.9% |
| 1Y | +18.7% | +10.4% | +8.3% | +11.2% |
| 3Y | +21.5% | +104.7% | -83.2% | -21.8% |
| 5Y | +31.6% | +23.6% | +8.0% | +10.6% |
| 10Y | +216.1% | +54.1% | +161.9% | +134.3% |
| All | +2,903.2% | +2,854.2% | +49.1% | +414.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling