+37.4%
GILD vs MMM
+12.8%
+24.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +3.6% | -3.3% | +7.0% | +4.1% |
| 30D | +14.6% | -7.0% | +21.6% | +15.8% |
| 3M | +17.7% | +10.8% | +6.8% | +16.2% |
| 6M | +3.1% | +5.8% | -2.6% | +2.2% |
| YTD | +24.5% | +6.8% | +17.8% | +22.4% |
| 1Y | +37.4% | +10.4% | +27.0% | +33.8% |
| All | +37.4% | +12.8% | +24.6% | +33.8% |
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