+29.4%
MMM vs PH
+254.3%
-224.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -3.3% | -3.1% | -0.3% | -1.8% |
| 30D | -7.0% | -3.2% | -3.8% | -5.7% |
| 3M | +10.8% | +10.6% | +0.2% | +4.6% |
| 6M | +5.8% | -2.1% | +7.9% | +6.1% |
| YTD | +6.8% | +10.2% | -3.4% | +0.5% |
| 1Y | +10.4% | +28.2% | -17.8% | -4.5% |
| 3Y | +104.7% | +134.9% | -30.2% | +27.0% |
| All | +29.4% | +254.3% | -224.9% | -37.2% |
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