+115.5%
IBM vs MMM
+24.5%
+91.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -0.3% | -3.3% | +3.0% | +0.6% |
| 30D | +0.3% | -7.0% | +7.3% | +2.1% |
| 3M | -21.6% | +10.8% | -32.4% | -23.7% |
| 6M | -4.7% | +5.8% | -10.5% | -6.3% |
| YTD | -19.1% | +6.8% | -25.9% | -20.8% |
| 1Y | -2.5% | +10.4% | -12.9% | -5.7% |
| 3Y | +74.2% | +104.7% | -30.5% | +39.4% |
| All | +115.5% | +24.5% | +91.0% | +106.8% |
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