+45.3%
MMM vs PH
+197.3%
-151.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.8% |
| 7D | +6.2% | +2.0% | +4.2% | +4.8% |
| 30D | +14.2% | -3.7% | +17.9% | +15.7% |
| 3M | +2.9% | -14.0% | +16.9% | +10.4% |
| 6M | +27.6% | +2.1% | +25.4% | +24.4% |
| YTD | +17.3% | +5.1% | +12.2% | +12.2% |
| 1Y | +15.1% | +10.9% | +4.1% | +6.8% |
| 3Y | +157.1% | +132.9% | +24.2% | +57.4% |
| All | +45.3% | +197.3% | -151.9% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling