+2,024.1%
LLY vs MMM
+84.0%
+1,940.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +1.6% | +7.0% | -5.3% | -0.1% |
| 30D | +21.5% | +18.4% | +3.1% | +16.4% |
| 3M | +16.4% | +4.5% | +11.9% | +15.0% |
| 6M | +51.5% | +33.4% | +18.1% | +40.4% |
| YTD | +33.9% | +20.0% | +14.0% | +27.2% |
| 1Y | +49.1% | +15.0% | +34.1% | +43.0% |
| 3Y | +144.6% | +165.0% | -20.4% | +84.9% |
| 5Y | +466.3% | +47.9% | +418.4% | +410.8% |
| 10Y | +2,024.1% | +79.6% | +1,944.5% | +1,626.0% |
| All | +2,024.1% | +84.0% | +1,940.2% | +1,626.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling