+117.0%
AXP vs MMM
+24.5%
+92.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -2.1% | -3.3% | +1.2% | -0.6% |
| 30D | -6.5% | -7.0% | +0.5% | -3.5% |
| 3M | +4.6% | +10.8% | -6.2% | -0.3% |
| 6M | +5.4% | +5.8% | -0.3% | +2.3% |
| YTD | -11.1% | +6.8% | -17.9% | -14.5% |
| 1Y | -0.3% | +10.4% | -10.7% | -5.8% |
| 3Y | +111.6% | +104.7% | +6.9% | +51.2% |
| All | +117.0% | +24.5% | +92.5% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling