+16.7%
MMM vs USHY
+50.7%
-34.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -3.3% | -0.1% | -3.2% | -3.1% |
| 30D | -7.0% | +0.1% | -7.1% | -7.1% |
| 3M | +10.8% | +0.8% | +10.0% | +9.5% |
| 6M | +5.8% | +1.7% | +4.0% | +3.2% |
| YTD | +6.8% | +2.5% | +4.3% | +3.1% |
| 1Y | +10.4% | +4.4% | +6.0% | +3.7% |
| 3Y | +104.7% | +27.4% | +77.3% | +46.6% |
| 5Y | +23.6% | +21.7% | +1.8% | -4.6% |
| All | +16.7% | +50.7% | -34.0% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling