+8.9%
GE vs MMM
+22.1%
-13.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.5% | -6.8% | -1.2% |
| 7D | +9.4% | +12.2% | -2.8% | +4.2% |
| 30D | +7.5% | +18.8% | -11.3% | -0.1% |
| 3M | -12.5% | +7.4% | -19.9% | -14.7% |
| 6M | +17.8% | +38.3% | -20.6% | +1.2% |
| YTD | +7.4% | +22.9% | -15.4% | -3.1% |
| 1Y | +8.9% | +23.0% | -14.1% | -4.3% |
| All | +8.9% | +22.1% | -13.2% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling