+256.8%
PLD vs MMM
+88.0%
+168.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.1% |
| 7D | +0.7% | +5.8% | -5.1% | -1.8% |
| 30D | +0.8% | +17.9% | -17.1% | -6.0% |
| 3M | -6.1% | +3.6% | -9.7% | -7.8% |
| 6M | -8.0% | +32.9% | -40.9% | -18.8% |
| YTD | +4.7% | +19.5% | -14.8% | -4.0% |
| 1Y | +7.2% | +16.5% | -9.3% | -0.7% |
| 3Y | +39.2% | +167.2% | -127.9% | -13.3% |
| 5Y | +1.9% | +48.2% | -46.3% | -18.0% |
| 10Y | +256.8% | +83.0% | +173.7% | +158.1% |
| All | +256.8% | +88.0% | +168.7% | +158.1% |
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 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