+4,542.6%
GLW vs MMM
+2,854.2%
+1,688.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.6% |
| 7D | +3.8% | -3.3% | +7.1% | +5.8% |
| 30D | -1.3% | -7.0% | +5.7% | +2.9% |
| 3M | -21.8% | +10.8% | -32.6% | -26.6% |
| 6M | +6.9% | +5.8% | +1.1% | +3.4% |
| YTD | +77.2% | +6.8% | +70.4% | +69.3% |
| 1Y | +123.2% | +10.4% | +112.9% | +108.4% |
| 3Y | +400.0% | +104.7% | +295.3% | +208.6% |
| 5Y | +342.8% | +23.6% | +319.2% | +263.1% |
| 10Y | +771.4% | +54.1% | +717.3% | +523.5% |
| All | +4,542.6% | +2,854.2% | +1,688.4% | +700.3% |
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 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