+51.2%
MMM vs HIG
+315.0%
-263.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -3.2% | -2.3% | -1.0% | -2.4% |
| 30D | -10.7% | -1.2% | -9.5% | -10.3% |
| 3M | +4.3% | +6.3% | -2.0% | +1.5% |
| 6M | +5.9% | +0.6% | +5.3% | +5.2% |
| YTD | +3.2% | +0.6% | +2.5% | +2.4% |
| 1Y | +8.0% | +6.1% | +1.9% | +4.9% |
| 3Y | +99.1% | +102.0% | -2.9% | +53.0% |
| 5Y | +25.7% | +119.2% | -93.5% | -6.8% |
| All | +51.2% | +315.0% | -263.8% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling