+3,391.6%
PFE vs MMM
+3,144.9%
+246.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -3.7% | +6.2% | -9.9% | -5.9% |
| 30D | +5.0% | +14.2% | -9.2% | -0.2% |
| 3M | +12.2% | +2.9% | +9.3% | +10.6% |
| 6M | +14.6% | +27.6% | -13.0% | +4.1% |
| YTD | +24.1% | +17.3% | +6.8% | +15.7% |
| 1Y | +26.6% | +15.1% | +11.5% | +18.8% |
| 3Y | +14.3% | +157.1% | -142.8% | -23.2% |
| 5Y | -21.9% | +45.1% | -67.0% | -36.0% |
| 10Y | +62.6% | +83.9% | -21.2% | +16.5% |
| All | +3,391.6% | +3,144.9% | +246.7% | +701.1% |
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