+542.4%
GLW vs MMM
+88.0%
+454.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.9% | +7.4% | +8.2% |
| 7D | -5.9% | +5.8% | -11.6% | -9.3% |
| 30D | -26.0% | +17.9% | -43.9% | -33.2% |
| 3M | -29.9% | +3.6% | -33.5% | -31.8% |
| 6M | -37.8% | +32.9% | -70.7% | -48.1% |
| YTD | +33.1% | +19.5% | +13.6% | +18.0% |
| 1Y | +36.8% | +16.5% | +20.3% | +23.0% |
| 3Y | +356.1% | +167.2% | +188.9% | +127.3% |
| 5Y | +243.8% | +48.2% | +195.6% | +158.8% |
| 10Y | +542.4% | +83.0% | +459.4% | +333.7% |
| All | +542.4% | +88.0% | +454.4% | +333.7% |
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