+48.2%
MMM vs HIG
+109.3%
-61.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.5% |
| 7D | +5.8% | -0.5% | +6.2% | +6.1% |
| 30D | +17.9% | +4.5% | +13.5% | +15.3% |
| 3M | +3.6% | -5.5% | +9.0% | +6.7% |
| 6M | +32.9% | +3.1% | +29.8% | +29.7% |
| YTD | +19.5% | -0.8% | +20.3% | +19.0% |
| 1Y | +16.5% | +6.1% | +10.5% | +11.3% |
| 3Y | +167.2% | +94.1% | +73.0% | +84.7% |
| 5Y | +48.2% | +106.4% | -58.2% | -3.4% |
| All | +48.2% | +109.3% | -61.1% | -3.4% |
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