+17,087.0%
MO vs MMM
+3,164.0%
+13,922.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | +0.4% | -0.8% | +1.3% | +0.7% |
| 30D | +8.9% | +14.4% | -5.5% | +4.3% |
| 3M | +23.0% | +1.8% | +21.2% | +21.9% |
| 6M | +15.0% | +31.3% | -16.3% | +5.1% |
| YTD | +41.7% | +18.0% | +23.7% | +33.1% |
| 1Y | +43.3% | +10.9% | +32.4% | +37.1% |
| 3Y | +143.2% | +160.6% | -17.4% | +69.2% |
| 5Y | +154.7% | +44.5% | +110.2% | +112.6% |
| 10Y | +151.0% | +75.9% | +75.2% | +91.2% |
| All | +17,087.0% | +3,164.0% | +13,922.9% | +3,873.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling