+53.8%
MMM vs PH
+794.6%
-740.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -8.0% | -10.8% | +2.8% | -2.9% |
| 3M | +9.4% | +8.5% | +0.9% | +4.7% |
| 6M | +10.2% | +3.9% | +6.3% | +7.4% |
| YTD | +6.1% | +9.4% | -3.3% | +0.7% |
| 1Y | +10.8% | +26.8% | -16.0% | -2.4% |
| 3Y | +104.8% | +140.8% | -36.0% | +30.7% |
| 5Y | +27.0% | +253.8% | -226.8% | -33.6% |
| 10Y | +53.8% | +792.3% | -738.6% | -48.4% |
| All | +53.8% | +794.6% | -740.9% | -48.4% |
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