+158.4%
MMM vs PH
+135.5%
+22.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -0.4% | +4.3% | -4.7% | -2.3% |
| 30D | +12.1% | +0.1% | +12.0% | +11.5% |
| 3M | +1.4% | -9.4% | +10.8% | +5.8% |
| 6M | +26.6% | +8.8% | +17.8% | +19.8% |
| YTD | +16.8% | +9.6% | +7.2% | +9.6% |
| 1Y | +10.1% | +14.4% | -4.4% | +0.9% |
| 3Y | +158.4% | +134.5% | +23.9% | +70.3% |
| All | +158.4% | +135.5% | +22.9% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling