+151.2%
GE vs MMM
+75.7%
+75.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.6% |
| 7D | +5.1% | -0.8% | +5.9% | +5.7% |
| 30D | +7.6% | +14.4% | -6.9% | -1.2% |
| 3M | -9.3% | +1.8% | -11.1% | -10.7% |
| 6M | +11.5% | +31.3% | -19.8% | -6.4% |
| YTD | +7.9% | +18.0% | -10.1% | -3.8% |
| 1Y | +7.6% | +10.9% | -3.2% | -0.4% |
| 3Y | +265.9% | +160.6% | +105.2% | +82.5% |
| 5Y | +405.9% | +44.5% | +361.4% | +286.7% |
| All | +151.2% | +75.7% | +75.5% | +58.3% |
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 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