-18.3%
MDT vs MMM
+24.2%
-42.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | -3.2% | +1.6% | -0.8% |
| 30D | +1.0% | -10.7% | +11.7% | +3.9% |
| 3M | +15.2% | +4.3% | +10.9% | +13.8% |
| 6M | +3.7% | +5.9% | -2.2% | +1.9% |
| YTD | -3.0% | +3.2% | -6.1% | -4.3% |
| 1Y | +2.5% | +8.0% | -5.5% | -0.4% |
| 3Y | +26.5% | +99.1% | -72.6% | +0.6% |
| 5Y | -18.3% | +25.7% | -44.0% | -21.5% |
| All | -18.3% | +24.2% | -42.5% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling