+19.9%
MDT vs MMM
+22.1%
-2.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +9.5% | -3.4% | +3.7% |
| 7D | +10.7% | +12.2% | -1.5% | +7.6% |
| 30D | +19.3% | +18.8% | +0.5% | +14.7% |
| 3M | +22.8% | +7.4% | +15.4% | +20.1% |
| 6M | +36.4% | +38.3% | -2.0% | +27.4% |
| YTD | +12.1% | +22.9% | -10.8% | +5.7% |
| 1Y | +19.9% | +23.0% | -3.1% | +12.5% |
| All | +19.9% | +22.1% | -2.1% | +12.5% |
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 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