+3,981.9%
PG vs MMM
+2,835.9%
+1,146.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.4% | -1.6% | +1.2% | +0.1% |
| 30D | -0.1% | -8.0% | +7.9% | +2.6% |
| 3M | +1.1% | +9.4% | -8.3% | -2.1% |
| 6M | -3.8% | +10.2% | -14.1% | -7.2% |
| YTD | +3.8% | +6.1% | -2.3% | +1.2% |
| 1Y | -5.8% | +10.8% | -16.5% | -9.7% |
| 3Y | +3.0% | +104.8% | -101.8% | -22.8% |
| 5Y | +14.5% | +27.0% | -12.6% | -0.1% |
| 10Y | +117.8% | +53.8% | +64.0% | +69.5% |
| All | +3,981.9% | +2,835.9% | +1,146.0% | +699.8% |
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