+554.2%
GLW vs MMM
+75.7%
+478.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | 0.0% |
| 7D | +15.5% | -0.8% | +16.4% | +16.1% |
| 30D | -19.6% | +14.4% | -34.0% | -26.2% |
| 3M | -28.5% | +1.8% | -30.3% | -29.8% |
| 6M | -39.5% | +31.3% | -70.8% | -49.2% |
| YTD | +37.2% | +18.0% | +19.2% | +22.4% |
| 1Y | +35.4% | +10.9% | +24.6% | +25.2% |
| 3Y | +359.7% | +160.6% | +199.1% | +132.5% |
| 5Y | +244.0% | +44.5% | +199.5% | +163.5% |
| All | +554.2% | +75.7% | +478.5% | +341.8% |
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 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