+6,817.3%
ABT vs MMM
+3,218.9%
+3,598.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +1.0% | +7.0% | -6.0% | -1.3% |
| 30D | +11.6% | +18.4% | -6.8% | +5.4% |
| 3M | +2.3% | +4.5% | -2.2% | +0.6% |
| 6M | +32.7% | +33.4% | -0.7% | +20.0% |
| YTD | -9.6% | +20.0% | -29.6% | -15.9% |
| 1Y | -10.1% | +15.0% | -25.1% | -15.2% |
| 3Y | +25.2% | +165.0% | -139.8% | -15.5% |
| 5Y | -4.5% | +47.9% | -52.5% | -21.5% |
| 10Y | +228.3% | +79.6% | +148.6% | +144.7% |
| All | +6,817.3% | +3,218.9% | +3,598.4% | +1,397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling