+23.0%
MMM vs HIG
+12.7%
+10.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.4% | +7.2% | +8.8% |
| 7D | +12.2% | +6.2% | +6.0% | +10.6% |
| 30D | +18.8% | +9.4% | +9.4% | +16.4% |
| 3M | +7.4% | -2.3% | +9.7% | +7.8% |
| 6M | +38.3% | +4.2% | +34.2% | +36.2% |
| YTD | +22.9% | +1.6% | +21.3% | +22.6% |
| 1Y | +23.0% | +9.9% | +13.1% | +19.6% |
| All | +23.0% | +12.7% | +10.3% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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