+86.4%
MMM vs HWM
+1,165.4%
-1,079.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.1% |
| 7D | +6.2% | +3.3% | +2.9% | +5.0% |
| 30D | +14.2% | -7.6% | +21.8% | +16.1% |
| 3M | +2.9% | -28.9% | +31.8% | +12.0% |
| 6M | +27.6% | -19.7% | +47.2% | +33.6% |
| YTD | +17.3% | +0.5% | +16.7% | +15.0% |
| 1Y | +15.1% | +0.3% | +14.8% | +12.8% |
| 3Y | +157.1% | +325.8% | -168.7% | +65.4% |
| 5Y | +45.1% | +524.7% | -479.6% | -16.8% |
| 10Y | +83.9% | +1,491.8% | -1,407.9% | -20.1% |
| All | +86.4% | +1,165.4% | -1,079.0% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling