+142.4%
GILD vs MMM
+26.9%
+115.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.0% |
| 7D | -4.8% | -2.1% | -2.7% | -4.4% |
| 30D | +5.8% | -9.8% | +15.6% | +8.1% |
| 3M | +14.9% | +4.9% | +10.0% | +13.7% |
| 6M | -0.4% | +7.3% | -7.7% | -2.1% |
| YTD | +18.5% | +4.5% | +14.0% | +16.8% |
| 1Y | +25.1% | +5.4% | +19.8% | +22.9% |
| 3Y | +105.9% | +98.6% | +7.3% | +72.7% |
| All | +142.4% | +26.9% | +115.6% | +130.0% |
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