-13.3%
IBM vs MMM
+22.1%
-35.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.5% | -7.8% | -0.1% |
| 7D | +0.4% | +12.2% | -11.8% | -1.8% |
| 30D | +14.8% | +18.8% | -4.1% | +11.0% |
| 3M | +8.9% | +7.4% | +1.6% | +7.2% |
| 6M | +12.4% | +38.3% | -25.9% | +6.1% |
| YTD | -12.4% | +22.9% | -35.2% | -15.4% |
| 1Y | -13.3% | +23.0% | -36.3% | -18.9% |
| All | -13.3% | +22.1% | -35.3% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling