-5.3%
PG vs MMM
+12.8%
-18.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +1.9% | -3.3% | +5.2% | +2.6% |
| 30D | -0.2% | -7.0% | +6.8% | +1.4% |
| 3M | +4.8% | +10.8% | -6.0% | +2.2% |
| 6M | -6.1% | +5.8% | -11.9% | -7.9% |
| YTD | +4.5% | +6.8% | -2.3% | +2.1% |
| 1Y | -5.3% | +10.4% | -15.7% | -7.1% |
| All | -5.3% | +12.8% | -18.1% | -7.1% |
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 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