-11.6%
AXP vs MMM
+15.0%
-26.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -0.6% | +7.0% | -7.6% | -2.8% |
| 30D | +5.0% | +18.4% | -13.4% | -0.5% |
| 3M | -4.2% | +4.5% | -8.7% | -5.5% |
| 6M | +2.9% | +33.4% | -30.5% | -6.9% |
| YTD | -11.6% | +20.0% | -31.5% | -18.7% |
| All | -11.6% | +15.0% | -26.7% | -15.4% |
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 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