-13.7%
AXP vs MMM
+12.5%
-26.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | +2.7% | +14.4% | -11.8% | -1.6% |
| 3M | -7.3% | +1.8% | -9.1% | -7.7% |
| 6M | +1.8% | +31.3% | -29.5% | -7.4% |
| YTD | -13.1% | +18.0% | -31.0% | -19.7% |
| 1Y | -13.7% | +10.9% | -24.6% | -15.6% |
| All | -13.7% | +12.5% | -26.2% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling