+226.2%
MRK vs MMM
+53.9%
+172.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -5.0% | -3.2% | -1.8% | -4.3% |
| 30D | +11.0% | -10.7% | +21.6% | +13.8% |
| 3M | +22.4% | +4.3% | +18.1% | +21.1% |
| 6M | +25.4% | +5.9% | +19.5% | +23.5% |
| YTD | +39.5% | +3.2% | +36.3% | +37.9% |
| 1Y | +78.0% | +8.0% | +70.0% | +74.1% |
| 3Y | +45.5% | +99.1% | -53.5% | +21.3% |
| 5Y | +130.3% | +25.7% | +104.5% | +116.8% |
| All | +226.2% | +53.9% | +172.3% | +185.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling