+38.0%
MDT vs MMM
+53.9%
-15.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.6% | -3.2% | +1.6% | -0.4% |
| 30D | +1.0% | -10.7% | +11.7% | +5.1% |
| 3M | +15.2% | +4.3% | +10.9% | +13.2% |
| 6M | +3.7% | +5.9% | -2.2% | +1.1% |
| YTD | -3.0% | +3.2% | -6.1% | -4.9% |
| 1Y | +2.5% | +8.0% | -5.5% | -1.6% |
| 3Y | +26.5% | +99.1% | -72.6% | -8.2% |
| 5Y | -18.3% | +25.7% | -44.0% | -27.6% |
| All | +38.0% | +53.9% | -15.9% | +3.1% |
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