+53.1%
MMM vs LYB
+48.3%
+4.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -9.8% | +2.5% | -12.3% | -10.7% |
| 3M | +4.9% | +1.4% | +3.5% | +3.7% |
| 6M | +7.3% | -3.5% | +10.8% | +5.2% |
| YTD | +4.5% | +52.0% | -47.5% | -14.1% |
| 1Y | +5.4% | +22.1% | -16.7% | -6.7% |
| 3Y | +98.6% | -22.8% | +121.3% | +104.7% |
| 5Y | +27.4% | -3.4% | +30.7% | +19.2% |
| All | +53.1% | +48.3% | +4.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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