+117.0%
AXP vs MMM
+156.3%
-39.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +0.6% | +6.2% | -5.6% | -1.8% |
| 30D | +5.8% | +14.2% | -8.4% | +0.4% |
| 3M | -6.0% | +2.9% | -8.9% | -7.3% |
| 6M | +0.3% | +27.6% | -27.3% | -9.4% |
| YTD | -12.3% | +17.3% | -29.5% | -18.4% |
| 1Y | -11.2% | +15.1% | -26.3% | -16.8% |
| 3Y | +117.0% | +157.1% | -40.1% | +68.2% |
| All | +117.0% | +156.3% | -39.2% | +68.2% |
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