+45.3%
MO vs MMM
+22.1%
+23.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.5% | -8.2% | +0.6% |
| 7D | +6.9% | +12.2% | -5.4% | +5.8% |
| 30D | +14.9% | +18.8% | -3.9% | +13.4% |
| 3M | +16.4% | +7.4% | +9.1% | +15.5% |
| 6M | +9.6% | +38.3% | -28.7% | +7.9% |
| YTD | +41.8% | +22.9% | +19.0% | +41.6% |
| 1Y | +45.3% | +23.0% | +22.3% | +45.6% |
| All | +45.3% | +22.1% | +23.3% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling