+307.7%
GLW vs MMM
+156.3%
+151.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.1% |
| 7D | -13.9% | +6.2% | -20.1% | -15.8% |
| 30D | -35.0% | +14.2% | -49.2% | -38.1% |
| 3M | -32.4% | +2.9% | -35.3% | -33.1% |
| 6M | -41.3% | +27.6% | -68.9% | -46.5% |
| YTD | +21.8% | +17.3% | +4.6% | +14.0% |
| 1Y | +21.8% | +15.1% | +6.8% | +14.7% |
| 3Y | +307.7% | +157.1% | +150.6% | +213.3% |
| All | +307.7% | +156.3% | +151.4% | +213.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling