+27.0%
MMM vs HIG
+122.5%
-95.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.5% |
| 7D | -1.6% | -1.1% | -0.5% | -1.1% |
| 30D | -8.0% | -4.9% | -3.1% | -5.5% |
| 3M | +9.4% | +6.8% | +2.6% | +4.9% |
| 6M | +10.2% | -1.7% | +11.9% | +10.5% |
| YTD | +6.1% | -0.2% | +6.3% | +5.4% |
| 1Y | +10.8% | +5.7% | +5.1% | +6.1% |
| 3Y | +104.8% | +100.3% | +4.5% | +39.9% |
| 5Y | +27.0% | +118.5% | -91.4% | -19.8% |
| All | +27.0% | +122.5% | -95.5% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling