+138.2%
IBM vs MMM
+44.4%
+93.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -5.0% | +6.2% | -11.2% | -6.5% |
| 30D | +11.1% | +14.2% | -3.1% | +7.4% |
| 3M | +5.7% | +2.9% | +2.8% | +4.8% |
| 6M | +10.1% | +27.6% | -17.4% | +3.3% |
| YTD | -15.6% | +17.3% | -32.9% | -19.4% |
| 1Y | -19.5% | +15.1% | -34.6% | -22.8% |
| 3Y | +80.4% | +157.1% | -76.7% | +35.5% |
| All | +138.2% | +44.4% | +93.8% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling