+3,767.8%
MRK vs MMM
+3,132.3%
+635.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.9% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | +0.3% | +12.1% | -11.9% | -3.6% |
| 3M | +9.7% | +1.4% | +8.2% | +8.9% |
| 6M | +32.0% | +26.6% | +5.4% | +21.5% |
| YTD | +43.3% | +16.8% | +26.5% | +34.9% |
| 1Y | +63.7% | +10.1% | +53.6% | +57.2% |
| 3Y | +58.0% | +158.4% | -100.4% | +9.6% |
| 5Y | +105.0% | +43.1% | +61.9% | +71.4% |
| 10Y | +228.6% | +74.2% | +154.5% | +143.8% |
| All | +3,767.8% | +3,132.3% | +635.5% | +733.3% |
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