+97.5%
MO vs MMM
+24.9%
+72.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | -2.4% | -2.6% | +0.2% | -2.0% |
| 30D | +3.6% | -9.3% | +12.9% | +5.0% |
| 3M | -3.7% | +5.6% | -9.3% | -4.5% |
| 6M | +4.5% | +9.5% | -5.0% | +2.9% |
| YTD | +21.5% | +4.1% | +17.4% | +20.4% |
| 1Y | +9.5% | +9.4% | +0.1% | +7.5% |
| 3Y | +93.6% | +101.0% | -7.4% | +63.3% |
| 5Y | +97.5% | +26.1% | +71.4% | +98.0% |
| All | +97.5% | +24.9% | +72.6% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling