+165.3%
MMM vs HWM
+345.1%
-179.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | +7.0% | -1.8% | +8.7% | +7.2% |
| 30D | +18.4% | -2.7% | +21.1% | +18.6% |
| 3M | +4.5% | -22.7% | +27.2% | +10.8% |
| 6M | +33.4% | -18.9% | +52.4% | +39.3% |
| YTD | +20.0% | +7.1% | +12.9% | +15.5% |
| 1Y | +15.0% | +4.7% | +10.4% | +11.3% |
| All | +165.3% | +345.1% | -179.8% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling