+2,536.4%
IBM vs MMM
+3,164.0%
-627.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | +6.8% | +14.4% | -7.7% | +0.9% |
| 3M | +4.4% | +1.8% | +2.6% | +3.3% |
| 6M | +13.2% | +31.3% | -18.1% | +0.7% |
| YTD | -15.1% | +18.0% | -33.1% | -21.7% |
| 1Y | -20.2% | +10.9% | -31.1% | -24.5% |
| 3Y | +79.3% | +160.6% | -81.3% | +14.1% |
| 5Y | +147.5% | +44.5% | +103.0% | +98.6% |
| 10Y | +140.2% | +75.9% | +64.3% | +74.3% |
| All | +2,536.4% | +3,164.0% | -627.7% | +500.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling