+53.1%
LLY vs MMM
+10.4%
+42.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -3.1% | -1.6% | -1.5% | -2.7% |
| 30D | -5.1% | -8.0% | +2.9% | -3.2% |
| 3M | -2.1% | +9.4% | -11.4% | -4.5% |
| 6M | +13.8% | +10.2% | +3.6% | +10.3% |
| YTD | +5.1% | +6.1% | -1.0% | +2.2% |
| 1Y | +53.1% | +10.8% | +42.3% | +50.0% |
| All | +53.1% | +10.4% | +42.8% | +50.0% |
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 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