-21.5%
PFE vs MMM
+44.4%
-65.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -3.7% | +6.2% | -9.9% | -5.1% |
| 30D | +5.0% | +14.2% | -9.2% | +1.6% |
| 3M | +12.2% | +2.9% | +9.3% | +11.2% |
| 6M | +14.6% | +27.6% | -13.0% | +7.5% |
| YTD | +24.1% | +17.3% | +6.8% | +18.6% |
| 1Y | +26.6% | +15.1% | +11.5% | +21.5% |
| 3Y | +14.3% | +157.1% | -142.8% | -10.6% |
| All | -21.5% | +44.4% | -65.9% | -38.4% |
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 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