+390.5%
GE vs MMM
+44.4%
+346.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.3% |
| 7D | +7.1% | +6.2% | +0.9% | +4.1% |
| 30D | +6.5% | +14.2% | -7.7% | 0.0% |
| 3M | -13.6% | +2.9% | -16.5% | -14.9% |
| 6M | +6.0% | +27.6% | -21.6% | -5.7% |
| YTD | +5.4% | +17.3% | -11.9% | -2.9% |
| 1Y | +6.5% | +15.1% | -8.6% | -1.1% |
| 3Y | +268.6% | +157.1% | +111.5% | +127.1% |
| All | +390.5% | +44.4% | +346.1% | +325.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling