+1,655.9%
BMY vs MMM
+3,218.9%
-1,563.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +1.8% | +7.0% | -5.2% | -0.6% |
| 30D | +6.2% | +18.4% | -12.2% | +0.2% |
| 3M | -2.1% | +4.5% | -6.6% | -3.8% |
| 6M | +14.3% | +33.4% | -19.2% | +3.1% |
| YTD | +21.6% | +20.0% | +1.7% | +13.4% |
| 1Y | +38.8% | +15.0% | +23.8% | +31.2% |
| 3Y | +42.9% | +165.0% | -122.1% | -1.2% |
| 5Y | +30.1% | +47.9% | -17.9% | +7.8% |
| 10Y | +58.2% | +79.6% | -21.5% | +17.0% |
| All | +1,655.9% | +3,218.9% | -1,563.0% | +282.3% |
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