+48.2%
MMM vs PSX
+289.8%
-241.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.3% |
| 7D | +5.8% | -8.0% | +13.8% | +7.5% |
| 30D | +17.9% | -9.0% | +27.0% | +19.9% |
| 3M | +3.6% | +24.7% | -21.2% | -2.0% |
| 6M | +32.9% | +49.3% | -16.4% | +20.2% |
| YTD | +19.5% | +100.2% | -80.7% | -0.8% |
| 1Y | +16.5% | +88.8% | -72.3% | -1.9% |
| 3Y | +167.2% | +152.5% | +14.7% | +104.7% |
| 5Y | +48.2% | +283.2% | -235.0% | +4.7% |
| All | +48.2% | +289.8% | -241.6% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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