+27.0%
MMM vs PSX
+349.1%
-322.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -1.6% | +2.8% | -4.4% | -2.2% |
| 30D | -8.0% | +27.8% | -35.8% | -13.0% |
| 3M | +9.4% | +42.0% | -32.7% | +0.8% |
| 6M | +10.2% | +58.1% | -47.9% | -1.6% |
| YTD | +6.1% | +105.0% | -98.9% | -11.8% |
| 1Y | +10.8% | +104.9% | -94.1% | -8.2% |
| 3Y | +104.8% | +134.1% | -29.3% | +60.6% |
| 5Y | +27.0% | +363.8% | -336.8% | -14.0% |
| All | +27.0% | +349.1% | -322.1% | -14.0% |
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