+17,561.1%
LLY vs MMM
+2,854.2%
+14,706.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | -3.3% | +1.2% | -1.1% |
| 30D | -1.6% | -7.0% | +5.4% | +0.7% |
| 3M | +2.3% | +10.8% | -8.5% | -1.4% |
| 6M | +14.9% | +5.8% | +9.1% | +12.3% |
| YTD | +7.5% | +6.8% | +0.7% | +4.5% |
| 1Y | +55.7% | +10.4% | +45.3% | +49.3% |
| 3Y | +110.6% | +104.7% | +5.9% | +58.7% |
| 5Y | +363.4% | +23.6% | +339.9% | +309.3% |
| 10Y | +1,649.0% | +54.1% | +1,594.9% | +1,268.1% |
| All | +17,561.1% | +2,854.2% | +14,706.9% | +4,537.5% |
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