+151.5%
GE vs MMM
+54.6%
+97.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.3% |
| 7D | +1.2% | -1.6% | +2.8% | +2.1% |
| 30D | -9.5% | -8.0% | -1.5% | -4.8% |
| 3M | +4.1% | +9.4% | -5.2% | -1.7% |
| 6M | +3.9% | +10.2% | -6.3% | -2.3% |
| YTD | +9.0% | +6.1% | +2.9% | +4.2% |
| 1Y | +21.9% | +10.8% | +11.2% | +12.7% |
| 3Y | +281.8% | +104.8% | +177.0% | +124.6% |
| 5Y | +436.7% | +27.0% | +409.7% | +347.5% |
| 10Y | +151.5% | +53.8% | +97.8% | +69.9% |
| All | +151.5% | +54.6% | +97.0% | +69.9% |
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