+2.9%
HYG vs MMM
+9.2%
-6.4%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.7% | -2.1% | +1.4% | -0.6% |
| 30D | -0.7% | -9.8% | +9.1% | -0.2% |
| 3M | -0.2% | +4.9% | -5.1% | -0.5% |
| 6M | +1.4% | +7.3% | -5.9% | +0.8% |
| YTD | +1.5% | +4.5% | -3.0% | +0.9% |
| 1Y | +2.9% | +5.4% | -2.5% | +2.1% |
| All | +2.9% | +9.2% | -6.4% | +2.1% |
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