+682.4%
MMM vs HDB
+4,142.9%
-3,460.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.8% |
| 7D | +6.2% | +13.3% | -7.1% | +3.2% |
| 30D | +14.2% | +13.6% | +0.7% | +10.9% |
| 3M | +2.9% | +5.8% | -2.9% | +1.4% |
| 6M | +27.6% | -1.9% | +29.5% | +27.4% |
| YTD | +17.3% | -31.2% | +48.5% | +26.9% |
| 1Y | +15.1% | -29.6% | +44.6% | +23.8% |
| 3Y | +157.1% | -10.1% | +167.2% | +158.8% |
| 5Y | +45.1% | -24.3% | +69.5% | +50.1% |
| 10Y | +83.9% | +59.3% | +24.6% | +53.0% |
| All | +682.4% | +4,142.9% | -3,460.5% | +249.5% |
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