+69.7%
MMM vs HWM
+1,494.1%
-1,424.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.3% | -2.1% | -1.2% | -2.9% |
| 30D | -7.0% | -11.0% | +4.0% | -4.1% |
| 3M | +10.8% | +4.0% | +6.8% | +9.2% |
| 6M | +5.8% | -0.2% | +6.0% | +5.1% |
| YTD | +6.8% | +26.7% | -19.9% | -1.0% |
| 1Y | +10.4% | +44.7% | -34.3% | -1.6% |
| 3Y | +104.7% | +426.1% | -321.4% | +25.1% |
| 5Y | +23.6% | +738.5% | -714.9% | -34.2% |
| All | +69.7% | +1,494.1% | -1,424.4% | -30.0% |
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 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