+43.4%
MMM vs HWM
+591.3%
-547.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -0.4% | +7.3% | -7.7% | -2.4% |
| 30D | +12.1% | +1.6% | +10.6% | +11.0% |
| 3M | +1.4% | -21.9% | +23.3% | +8.5% |
| 6M | +26.6% | -19.0% | +45.6% | +33.3% |
| YTD | +16.8% | +7.9% | +8.9% | +11.2% |
| 1Y | +10.1% | +9.9% | +0.2% | +4.0% |
| 3Y | +158.4% | +342.1% | -183.7% | +47.8% |
| All | +43.4% | +591.3% | -547.9% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling