+428.4%
AXP vs MMM
+84.0%
+344.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -0.6% | +7.0% | -7.6% | -4.6% |
| 30D | +5.0% | +18.4% | -13.4% | -5.0% |
| 3M | -4.2% | +4.5% | -8.7% | -7.1% |
| 6M | +2.9% | +33.4% | -30.5% | -13.9% |
| YTD | -11.6% | +20.0% | -31.5% | -21.9% |
| 1Y | -11.1% | +15.0% | -26.1% | -19.5% |
| 3Y | +116.7% | +165.0% | -48.3% | +12.1% |
| 5Y | +89.6% | +47.9% | +41.7% | +44.9% |
| 10Y | +428.4% | +79.6% | +348.8% | +250.3% |
| All | +428.4% | +84.0% | +344.4% | +250.3% |
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