+301.6%
MMM vs PSX
+1,129.4%
-827.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.1% |
| 7D | +5.8% | -8.0% | +13.8% | +7.9% |
| 30D | +17.9% | -9.0% | +27.0% | +20.5% |
| 3M | +3.6% | +24.7% | -21.2% | -2.9% |
| 6M | +32.9% | +49.3% | -16.4% | +18.2% |
| YTD | +19.5% | +100.2% | -80.7% | -2.9% |
| 1Y | +16.5% | +88.8% | -72.3% | -3.9% |
| 3Y | +167.2% | +152.5% | +14.7% | +99.9% |
| 5Y | +48.2% | +283.2% | -235.0% | -3.7% |
| 10Y | +83.0% | +345.8% | -262.8% | +7.0% |
| All | +301.6% | +1,129.4% | -827.8% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling