+75.6%
MMM vs HIG
+261.7%
-186.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -0.8% | +2.6% | -3.4% | -1.8% |
| 30D | +11.7% | +4.2% | +7.5% | +10.0% |
| 3M | +1.0% | +0.2% | +0.8% | +0.8% |
| 6M | +26.0% | +4.6% | +21.4% | +23.3% |
| YTD | +16.3% | +1.1% | +15.2% | +15.2% |
| 1Y | +9.6% | +4.7% | +4.9% | +7.0% |
| 3Y | +157.3% | +95.5% | +61.9% | +99.8% |
| 5Y | +42.5% | +111.7% | -69.2% | +6.7% |
| All | +75.6% | +261.7% | -186.1% | +13.9% |
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