+12.8%
MMM vs USHY
+49.7%
-36.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | -3.2% | -0.7% | -2.5% | -2.1% |
| 30D | -10.7% | -0.5% | -10.1% | -9.9% |
| 3M | +4.3% | +0.5% | +3.8% | +3.5% |
| 6M | +5.9% | +1.5% | +4.4% | +3.7% |
| YTD | +3.2% | +1.7% | +1.4% | +0.7% |
| 1Y | +8.0% | +3.5% | +4.5% | +2.8% |
| 3Y | +99.1% | +27.2% | +71.9% | +43.1% |
| 5Y | +25.7% | +21.0% | +4.8% | -2.0% |
| All | +12.8% | +49.7% | -36.9% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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