+20,705.6%
LLY vs MMM
+3,144.9%
+17,560.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | -4.5% | +6.2% | -10.7% | -6.5% |
| 30D | +13.9% | +14.2% | -0.3% | +8.9% |
| 3M | +13.8% | +2.9% | +10.9% | +12.4% |
| 6M | +37.6% | +27.6% | +10.1% | +26.3% |
| YTD | +26.6% | +17.3% | +9.3% | +19.1% |
| 1Y | +45.3% | +15.1% | +30.3% | +37.5% |
| 3Y | +132.2% | +157.1% | -24.9% | +61.7% |
| 5Y | +434.7% | +45.1% | +389.6% | +345.9% |
| 10Y | +2,084.3% | +83.9% | +2,000.4% | +1,503.8% |
| All | +20,705.6% | +3,144.9% | +17,560.7% | +5,184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling