+269.5%
MMM vs LYB
+634.9%
-365.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.4% |
| 30D | -8.0% | +9.5% | -17.5% | -10.8% |
| 3M | +9.4% | +1.3% | +8.1% | +8.1% |
| 6M | +10.2% | -1.7% | +12.0% | +7.7% |
| YTD | +6.1% | +54.1% | -48.0% | -11.5% |
| 1Y | +10.8% | +25.7% | -14.9% | -1.7% |
| 3Y | +104.8% | -20.9% | +125.7% | +109.0% |
| 5Y | +27.0% | -1.5% | +28.6% | +19.1% |
| 10Y | +53.8% | +45.0% | +8.8% | +18.9% |
| All | +269.5% | +634.9% | -365.3% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling