+80.3%
MMM vs HWM
+1,473.3%
-1,393.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.1% |
| 7D | +6.2% | +3.4% | +2.8% | +4.9% |
| 30D | +14.2% | -7.5% | +21.7% | +16.0% |
| 3M | +2.9% | -28.9% | +31.8% | +12.0% |
| 6M | +27.6% | -19.6% | +47.2% | +33.6% |
| YTD | +17.3% | +0.6% | +16.7% | +14.9% |
| 1Y | +15.1% | +0.3% | +14.8% | +12.7% |
| 3Y | +157.1% | +326.1% | -169.0% | +64.9% |
| 5Y | +45.1% | +525.2% | -480.1% | -17.1% |
| All | +80.3% | +1,473.3% | -1,393.0% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling