+29.0%
MMM vs USHY
+48.2%
-19.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.8% |
| 7D | -0.8% | -0.3% | -0.5% | -0.3% |
| 30D | +14.4% | +0.3% | +14.1% | +14.0% |
| 3M | +1.8% | -1.7% | +3.5% | +4.5% |
| 6M | +31.3% | -0.4% | +31.7% | +32.2% |
| YTD | +18.0% | +0.7% | +17.2% | +17.0% |
| 1Y | +10.9% | +1.8% | +9.1% | +8.3% |
| 3Y | +160.6% | +25.3% | +135.3% | +91.4% |
| 5Y | +44.5% | +19.9% | +24.6% | +14.2% |
| All | +29.0% | +48.2% | -19.2% | -26.2% |
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