+12.8%
PG vs MMM
+24.2%
-11.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | -2.7% | -3.2% | +0.5% | -2.1% |
| 30D | -1.5% | -10.7% | +9.1% | +0.4% |
| 3M | -3.4% | +4.3% | -7.6% | -4.1% |
| 6M | -7.0% | +5.9% | -12.9% | -8.0% |
| YTD | +2.0% | +3.2% | -1.2% | +1.1% |
| 1Y | -6.5% | +8.0% | -14.5% | -8.0% |
| 3Y | +1.2% | +99.1% | -97.9% | -12.0% |
| 5Y | +12.8% | +25.7% | -13.0% | +12.7% |
| All | +12.8% | +24.2% | -11.4% | +12.7% |
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