+25.8%
ABT vs MMM
+164.6%
-138.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +0.3% | +5.8% | -5.4% | -0.2% |
| 30D | +11.6% | +17.9% | -6.3% | +10.0% |
| 3M | +3.1% | +3.6% | -0.4% | +2.7% |
| 6M | +32.8% | +32.9% | -0.1% | +29.6% |
| YTD | -9.6% | +19.5% | -29.1% | -11.2% |
| 1Y | -10.4% | +16.5% | -26.9% | -11.7% |
| 3Y | +25.8% | +167.2% | -141.3% | +16.1% |
| All | +25.8% | +164.6% | -138.8% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling