+14.5%
ABT vs MMM
+106.2%
-91.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | -3.7% | -3.3% | -0.4% | -3.4% |
| 30D | +2.5% | -7.0% | +9.5% | +3.1% |
| 3M | +20.2% | +10.8% | +9.4% | +19.2% |
| 6M | -2.9% | +5.8% | -8.7% | -3.5% |
| YTD | -11.9% | +6.8% | -18.7% | -12.6% |
| 1Y | -16.5% | +10.4% | -26.9% | -17.4% |
| All | +14.5% | +106.2% | -91.6% | +7.4% |
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