+141.6%
IBM vs MMM
+84.0%
+57.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -1.5% | +7.0% | -8.5% | -4.3% |
| 30D | +8.4% | +18.4% | -10.0% | +1.0% |
| 3M | +4.2% | +4.5% | -0.3% | +2.0% |
| 6M | +7.9% | +33.4% | -25.5% | -4.8% |
| YTD | -15.2% | +20.0% | -35.1% | -22.3% |
| 1Y | -18.7% | +15.0% | -33.8% | -24.3% |
| 3Y | +79.2% | +165.0% | -85.8% | +7.8% |
| 5Y | +144.7% | +47.9% | +96.8% | +98.9% |
| 10Y | +141.6% | +79.6% | +62.0% | +70.3% |
| All | +141.6% | +84.0% | +57.6% | +70.3% |
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 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