+104.8%
MMM vs HUBB
+48.8%
+55.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -1.6% | +4.8% | -6.4% | -3.2% |
| 30D | -8.0% | -9.3% | +1.3% | -5.0% |
| 3M | +9.4% | -3.9% | +13.2% | +10.2% |
| 6M | +10.2% | -0.8% | +11.1% | +9.0% |
| YTD | +6.1% | +5.6% | +0.5% | +2.2% |
| 1Y | +10.8% | +7.7% | +3.0% | +5.4% |
| 3Y | +104.8% | +47.5% | +57.3% | +69.0% |
| All | +104.8% | +48.8% | +55.9% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 3y: compounded portfolio wealth divided by compounded HUBB 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…
3y analysis · Full analysis span regression · 6 months rolling