+3,118.4%
MMM vs HUBB
+144,965.7%
-141,847.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | -0.8% | +4.6% | -5.4% | -0.9% |
| 30D | +14.4% | -8.4% | +22.8% | +14.5% |
| 3M | +1.8% | -14.3% | +16.1% | +2.0% |
| 6M | +31.3% | -9.3% | +40.6% | +31.4% |
| YTD | +18.0% | -0.5% | +18.5% | +17.9% |
| 1Y | +10.9% | -2.1% | +13.0% | +10.9% |
| 3Y | +160.6% | +57.2% | +103.4% | +159.0% |
| 5Y | +44.5% | +127.1% | -82.6% | +42.9% |
| 10Y | +75.9% | +385.7% | -309.8% | +72.6% |
| All | +3,118.4% | +144,965.7% | -141,847.3% | +2,801.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling