+3,087.2%
MMM vs PPG
+3,036.2%
+51.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -0.4% | +0.7% | -1.1% | -0.7% |
| 30D | +12.1% | +17.6% | -5.4% | +4.1% |
| 3M | +1.4% | +7.5% | -6.0% | -1.9% |
| 6M | +26.6% | +17.6% | +8.9% | +16.9% |
| YTD | +16.8% | +22.6% | -5.7% | +5.3% |
| 1Y | +10.1% | +28.0% | -17.9% | -2.8% |
| 3Y | +158.4% | +1.8% | +156.6% | +151.3% |
| 5Y | +43.1% | -15.5% | +58.6% | +48.5% |
| 10Y | +74.2% | +54.9% | +19.2% | +33.1% |
| All | +3,087.2% | +3,036.2% | +51.0% | +614.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling