+149.9%
IBM vs MMM
+88.0%
+61.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.3% |
| 7D | -2.5% | +5.8% | -8.3% | -4.9% |
| 30D | +8.4% | +17.9% | -9.6% | +1.1% |
| 3M | +4.5% | +3.6% | +0.9% | +2.6% |
| 6M | +7.9% | +32.9% | -25.0% | -4.7% |
| YTD | -15.2% | +19.5% | -34.7% | -22.3% |
| 1Y | -17.6% | +16.5% | -34.1% | -23.7% |
| 3Y | +82.1% | +167.2% | -85.1% | +8.8% |
| 5Y | +143.3% | +48.2% | +95.1% | +97.2% |
| 10Y | +149.9% | +83.0% | +66.9% | +66.7% |
| All | +149.9% | +88.0% | +61.9% | +66.7% |
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