+116.1%
PG vs MMM
+55.8%
+60.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -0.8% | -2.1% | +1.3% | -0.3% |
| 30D | +0.8% | -9.8% | +10.7% | +3.3% |
| 3M | -1.3% | +4.9% | -6.3% | -2.6% |
| 6M | -3.8% | +7.3% | -11.2% | -5.7% |
| YTD | +3.6% | +4.5% | -0.9% | +2.1% |
| 1Y | -5.7% | +5.4% | -11.1% | -7.5% |
| 3Y | +1.6% | +98.6% | -97.0% | -17.7% |
| 5Y | +14.6% | +27.4% | -12.8% | +5.9% |
| All | +116.1% | +55.8% | +60.3% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling