+157.4%
GE vs MMM
+84.0%
+73.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +5.4% | +7.0% | -1.6% | +1.0% |
| 30D | +9.6% | +18.4% | -8.7% | -1.3% |
| 3M | -7.7% | +4.5% | -12.2% | -10.6% |
| 6M | +14.0% | +33.4% | -19.4% | -5.2% |
| YTD | +10.2% | +20.0% | -9.8% | -2.7% |
| 1Y | +8.9% | +15.0% | -6.1% | -1.5% |
| 3Y | +273.7% | +165.0% | +108.7% | +84.6% |
| 5Y | +410.2% | +47.9% | +362.3% | +283.9% |
| 10Y | +157.4% | +79.6% | +77.8% | +61.1% |
| All | +157.4% | +84.0% | +73.4% | +61.1% |
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