+1,749.1%
BMY vs MMM
+2,854.2%
-1,105.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.4% | -3.3% | +3.7% | +1.5% |
| 30D | +5.0% | -7.0% | +12.0% | +7.6% |
| 3M | +19.4% | +10.8% | +8.6% | +15.0% |
| 6M | +9.5% | +5.8% | +3.8% | +7.0% |
| YTD | +28.1% | +6.8% | +21.3% | +24.5% |
| 1Y | +50.0% | +10.4% | +39.6% | +43.8% |
| 3Y | +24.1% | +104.7% | -80.6% | -6.2% |
| 5Y | +25.0% | +23.6% | +1.4% | +10.5% |
| 10Y | +68.7% | +54.1% | +14.5% | +31.7% |
| All | +1,749.1% | +2,854.2% | -1,105.0% | +319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling