+2,413.6%
IBM vs MMM
+2,854.2%
-440.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -0.3% | -3.3% | +3.0% | +1.1% |
| 30D | +0.3% | -7.0% | +7.3% | +3.2% |
| 3M | -21.6% | +10.8% | -32.4% | -25.0% |
| 6M | -4.7% | +5.8% | -10.5% | -7.5% |
| YTD | -19.1% | +6.8% | -25.9% | -22.0% |
| 1Y | -2.5% | +10.4% | -12.9% | -7.8% |
| 3Y | +74.2% | +104.7% | -30.5% | +22.6% |
| 5Y | +113.1% | +23.6% | +89.6% | +83.0% |
| 10Y | +133.5% | +54.1% | +79.4% | +79.3% |
| All | +2,413.6% | +2,854.2% | -440.6% | +497.6% |
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