+133.6%
MRK vs MMM
+24.9%
+108.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.3% |
| 7D | -2.7% | -2.6% | -0.1% | -2.3% |
| 30D | +12.7% | -9.3% | +22.0% | +14.4% |
| 3M | +24.2% | +5.6% | +18.7% | +23.1% |
| 6M | +27.8% | +9.5% | +18.4% | +25.9% |
| YTD | +42.2% | +4.1% | +38.1% | +40.9% |
| 1Y | +80.2% | +9.4% | +70.8% | +77.5% |
| 3Y | +48.4% | +101.0% | -52.6% | +36.3% |
| 5Y | +133.6% | +26.1% | +107.5% | +132.2% |
| All | +133.6% | +24.9% | +108.7% | +132.2% |
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