+612.3%
MMM vs HDB
+3,812.1%
-3,199.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -7.0% | -2.8% | -4.2% | -6.5% |
| 3M | +10.8% | -3.5% | +14.4% | +11.4% |
| 6M | +5.8% | -24.7% | +30.5% | +12.4% |
| YTD | +6.8% | -36.6% | +43.3% | +17.9% |
| 1Y | +10.4% | -34.4% | +44.8% | +20.8% |
| 3Y | +104.7% | -24.4% | +129.1% | +114.6% |
| 5Y | +23.6% | -35.4% | +58.9% | +32.6% |
| 10Y | +54.1% | +39.5% | +14.6% | +32.4% |
| All | +612.3% | +3,812.1% | -3,199.8% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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