+2,812.9%
MMM vs HRB
+3,357.9%
-545.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.0% |
| 7D | -3.3% | -5.7% | +2.3% | -2.1% |
| 30D | -7.0% | +7.9% | -14.9% | -8.9% |
| 3M | +10.8% | +32.1% | -21.3% | +3.5% |
| 6M | +5.8% | +62.2% | -56.5% | -6.6% |
| YTD | +6.8% | +16.4% | -9.6% | +0.9% |
| 1Y | +10.4% | -0.3% | +10.7% | +7.8% |
| 3Y | +104.7% | +36.0% | +68.7% | +83.3% |
| 5Y | +23.6% | +125.2% | -101.6% | -3.5% |
| 10Y | +54.1% | +237.7% | -183.5% | +2.7% |
| All | +2,812.9% | +3,357.9% | -545.0% | +799.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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