+139.5%
LLY vs MMM
+164.6%
-25.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | -2.6% | +4.0% | +1.8% |
| 30D | +21.5% | +17.4% | +4.1% | +18.5% |
| 3M | +18.5% | +3.6% | +14.9% | +17.7% |
| 6M | +49.1% | +33.0% | +16.1% | +42.4% |
| YTD | +34.4% | +19.6% | +14.7% | +30.1% |
| 1Y | +46.3% | +14.0% | +32.3% | +42.4% |
| All | +139.5% | +164.6% | -25.2% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling