+590.8%
MMM vs HBM
+613.3%
-22.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.3% |
| 7D | -3.3% | -6.4% | +3.0% | -2.5% |
| 30D | -7.0% | +5.9% | -12.9% | -7.9% |
| 3M | +10.8% | -8.9% | +19.7% | +11.3% |
| 6M | +5.8% | +10.7% | -4.9% | +2.7% |
| YTD | +6.8% | +38.3% | -31.5% | -0.1% |
| 1Y | +10.4% | +121.3% | -111.0% | -4.0% |
| 3Y | +104.7% | +450.6% | -345.9% | +52.1% |
| 5Y | +23.6% | +338.0% | -314.4% | -8.8% |
| 10Y | +54.1% | +578.6% | -524.5% | -6.2% |
| All | +590.8% | +613.3% | -22.5% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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