+1.7%
PEP vs MMM
+10.4%
-8.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.1% | -1.6% | +1.7% | +0.3% |
| 30D | +0.7% | -8.0% | +8.7% | +1.5% |
| 3M | -0.5% | +9.4% | -9.9% | -1.3% |
| 6M | -11.3% | +10.2% | -21.6% | -12.1% |
| YTD | -0.6% | +6.1% | -6.7% | -1.1% |
| 1Y | +1.7% | +10.8% | -9.1% | +1.9% |
| All | +1.7% | +10.4% | -8.7% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling