+61.2%
MDT vs MMM
+79.9%
-18.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +2.7% | +7.0% | -4.2% | +0.3% |
| 30D | +14.8% | +18.4% | -3.6% | +8.2% |
| 3M | +14.6% | +4.5% | +10.1% | +12.6% |
| 6M | +35.7% | +33.4% | +2.3% | +22.0% |
| YTD | +8.5% | +20.0% | -11.5% | +0.7% |
| 1Y | +13.3% | +15.0% | -1.8% | +6.7% |
| 3Y | +58.6% | +165.0% | -106.4% | +3.0% |
| 5Y | -2.6% | +47.9% | -50.5% | -18.7% |
| All | +61.2% | +79.9% | -18.6% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling