+3.5%
MU vs MMM
+28.9%
-25.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.2% |
| 7D | -22.0% | +6.2% | -28.2% | -21.5% |
| 30D | -36.6% | +14.2% | -50.8% | -37.3% |
| 3M | -21.7% | +2.9% | -24.6% | -20.0% |
| 6M | +3.5% | +27.6% | -24.0% | +6.4% |
| All | +3.5% | +28.9% | -25.4% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling