+3,093.2%
GLW vs MMM
+3,144.9%
-51.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.4% |
| 7D | -13.9% | +6.2% | -20.1% | -17.3% |
| 30D | -35.0% | +14.2% | -49.2% | -40.3% |
| 3M | -32.4% | +2.9% | -35.3% | -34.0% |
| 6M | -41.3% | +27.6% | -68.9% | -49.8% |
| YTD | +21.8% | +17.3% | +4.6% | +9.4% |
| 1Y | +21.8% | +15.1% | +6.8% | +10.5% |
| 3Y | +307.7% | +157.1% | +150.6% | +118.8% |
| 5Y | +213.7% | +45.1% | +168.6% | +132.1% |
| 10Y | +509.3% | +83.9% | +425.4% | +290.8% |
| All | +3,093.2% | +3,144.9% | -51.7% | +417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling