+57.3%
LLY vs MMM
+22.1%
+35.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.5% | -8.9% | -2.0% |
| 7D | +10.1% | +12.2% | -2.2% | +6.4% |
| 30D | +24.0% | +18.8% | +5.2% | +17.8% |
| 3M | +27.3% | +7.4% | +19.9% | +24.5% |
| 6M | +47.0% | +38.3% | +8.6% | +30.7% |
| YTD | +32.6% | +22.9% | +9.7% | +20.7% |
| 1Y | +57.3% | +23.0% | +34.3% | +41.2% |
| All | +57.3% | +22.1% | +35.3% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling