+8,693.3%
MDT vs MMM
+3,210.3%
+5,483.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.2% | -2.6% | -0.6% | -2.2% |
| 30D | +10.5% | +17.4% | -6.9% | +4.0% |
| 3M | +13.0% | +3.6% | +9.4% | +11.3% |
| 6M | +38.7% | +33.0% | +5.6% | +23.9% |
| YTD | +8.5% | +19.6% | -11.2% | +0.3% |
| 1Y | +10.0% | +14.0% | -4.0% | +3.5% |
| 3Y | +58.6% | +164.3% | -105.7% | +3.5% |
| 5Y | -0.3% | +49.3% | -49.6% | -19.7% |
| 10Y | +61.3% | +78.4% | -17.1% | +17.3% |
| All | +8,693.3% | +3,210.3% | +5,483.1% | +1,837.5% |
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