+25.7%
MMM vs PPG
-24.6%
+50.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | +0.1% |
| 7D | -3.2% | -5.1% | +1.9% | -0.6% |
| 30D | -10.7% | -9.6% | -1.1% | -6.0% |
| 3M | +4.3% | -6.4% | +10.7% | +7.3% |
| 6M | +5.9% | +0.5% | +5.4% | +4.4% |
| YTD | +3.2% | +4.4% | -1.3% | -0.6% |
| 1Y | +8.0% | -0.9% | +8.9% | +6.8% |
| 3Y | +99.1% | -17.0% | +116.0% | +111.6% |
| 5Y | +25.7% | -23.7% | +49.4% | +35.9% |
| All | +25.7% | -24.6% | +50.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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