+473.4%
LLY vs MMM
+46.7%
+426.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +4.6% | -0.8% | +5.4% | +4.7% |
| 30D | +22.4% | +14.4% | +7.9% | +19.7% |
| 3M | +17.1% | +1.8% | +15.3% | +16.7% |
| 6M | +44.6% | +31.3% | +13.4% | +38.2% |
| YTD | +33.5% | +18.0% | +15.5% | +29.4% |
| 1Y | +41.1% | +10.9% | +30.2% | +38.0% |
| 3Y | +143.8% | +160.6% | -16.8% | +114.3% |
| 5Y | +473.4% | +44.5% | +428.9% | +476.7% |
| All | +473.4% | +46.7% | +426.7% | +476.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling