+209.7%
ABT vs MMM
+51.9%
+157.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | -4.7% | -2.6% | -2.2% | -4.0% |
| 30D | -3.1% | -9.3% | +6.2% | -0.1% |
| 3M | +16.1% | +5.6% | +10.6% | +13.9% |
| 6M | -5.3% | +9.5% | -14.8% | -8.4% |
| YTD | -14.4% | +4.1% | -18.6% | -16.3% |
| 1Y | -18.4% | +9.4% | -27.8% | -21.8% |
| 3Y | +11.2% | +101.0% | -89.8% | -18.9% |
| 5Y | -9.4% | +26.1% | -35.5% | -19.2% |
| 10Y | +209.7% | +54.7% | +155.0% | +132.8% |
| All | +209.7% | +51.9% | +157.8% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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