+123.2%
GLW vs MMM
+12.8%
+110.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.6% |
| 7D | +3.8% | -3.3% | +7.1% | +5.6% |
| 30D | -1.3% | -7.0% | +5.7% | +2.4% |
| 3M | -21.8% | +10.8% | -32.6% | -26.3% |
| 6M | +6.9% | +5.8% | +1.1% | +1.2% |
| YTD | +77.2% | +6.8% | +70.4% | +66.9% |
| 1Y | +123.2% | +10.4% | +112.9% | +107.6% |
| All | +123.2% | +12.8% | +110.5% | +107.6% |
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