+131.6%
IBM vs MMM
+54.6%
+77.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +0.3% | -1.6% | +1.9% | +1.0% |
| 30D | -1.5% | -8.0% | +6.5% | +1.9% |
| 3M | -16.8% | +9.4% | -26.1% | -20.0% |
| 6M | -9.0% | +10.2% | -19.3% | -13.2% |
| YTD | -20.1% | +6.1% | -26.2% | -22.8% |
| 1Y | -7.0% | +10.8% | -17.8% | -12.3% |
| 3Y | +72.4% | +104.8% | -32.4% | +16.8% |
| 5Y | +112.0% | +27.0% | +84.9% | +84.7% |
| 10Y | +131.6% | +53.8% | +77.8% | +68.5% |
| All | +131.6% | +54.6% | +77.0% | +68.5% |
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