+64.6%
BMY vs MMM
+51.9%
+12.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.1% |
| 7D | -4.8% | -2.6% | -2.2% | -4.1% |
| 30D | -0.7% | -9.3% | +8.6% | +2.0% |
| 3M | +15.3% | +5.6% | +9.7% | +13.4% |
| 6M | +8.5% | +9.5% | -0.9% | +5.5% |
| YTD | +23.4% | +4.1% | +19.3% | +21.5% |
| 1Y | +42.9% | +9.4% | +33.5% | +38.6% |
| 3Y | +22.0% | +101.0% | -79.0% | -1.3% |
| 5Y | +24.3% | +26.1% | -1.8% | +13.6% |
| 10Y | +64.6% | +54.7% | +9.9% | +43.1% |
| All | +64.6% | +51.9% | +12.7% | +43.1% |
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 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