+25.3%
MMM vs LYB
-3.7%
+29.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | -10.7% | +1.5% | -12.2% | -11.2% |
| 3M | +4.3% | -0.3% | +4.6% | +3.8% |
| 6M | +5.9% | +0.1% | +5.9% | +2.3% |
| YTD | +3.2% | +53.4% | -50.3% | -16.8% |
| 1Y | +8.0% | +25.6% | -17.6% | -6.0% |
| 3Y | +99.1% | -21.3% | +120.4% | +107.1% |
| All | +25.3% | -3.7% | +29.0% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling