+80.3%
MMM vs PH
+759.6%
-679.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.7% |
| 7D | +6.2% | +2.0% | +4.2% | +4.9% |
| 30D | +14.2% | -3.7% | +17.9% | +15.6% |
| 3M | +2.9% | -14.0% | +16.9% | +9.9% |
| 6M | +27.6% | +2.1% | +25.4% | +24.8% |
| YTD | +17.3% | +5.1% | +12.2% | +12.8% |
| 1Y | +15.1% | +10.9% | +4.1% | +7.7% |
| 3Y | +157.1% | +132.9% | +24.2% | +66.0% |
| 5Y | +45.1% | +200.1% | -155.0% | -18.6% |
| All | +80.3% | +759.6% | -679.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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