+1,490.2%
MMM vs HIG
+990.4%
+499.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +14.4% | +4.4% | +10.1% | +13.6% |
| 3M | +1.8% | 0.0% | +1.7% | +1.7% |
| 6M | +31.3% | +3.8% | +27.5% | +30.2% |
| YTD | +18.0% | +0.7% | +17.3% | +17.6% |
| 1Y | +10.9% | +5.0% | +5.8% | +9.7% |
| 3Y | +160.6% | +95.3% | +65.3% | +131.6% |
| 5Y | +44.5% | +110.8% | -66.3% | +26.5% |
| 10Y | +75.9% | +261.9% | -186.0% | +37.3% |
| All | +1,490.2% | +990.4% | +499.9% | +610.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling