+150.1%
IBM vs MMM
+42.8%
+107.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +9.2% | +12.1% | -2.9% | +6.0% |
| 3M | +4.9% | +1.4% | +3.5% | +4.4% |
| 6M | +16.8% | +26.6% | -9.8% | +9.7% |
| YTD | -14.3% | +16.8% | -31.1% | -18.1% |
| 1Y | -16.7% | +10.1% | -26.8% | -19.2% |
| 3Y | +82.2% | +158.4% | -76.2% | +36.3% |
| All | +150.1% | +42.8% | +107.4% | +132.0% |
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