+1,747.8%
PLD vs MMM
+804.8%
+943.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -2.4% | -3.3% | +0.9% | -0.5% |
| 30D | -2.4% | -7.0% | +4.6% | +1.6% |
| 3M | -3.8% | +10.8% | -14.6% | -9.7% |
| 6M | 0.0% | +5.8% | -5.7% | -3.9% |
| YTD | +9.2% | +6.8% | +2.5% | +3.7% |
| 1Y | +25.9% | +10.4% | +15.5% | +16.7% |
| 3Y | +21.3% | +104.7% | -83.4% | -25.5% |
| 5Y | +14.1% | +23.6% | -9.4% | -7.0% |
| 10Y | +237.9% | +54.1% | +183.7% | +122.2% |
| All | +1,747.8% | +804.8% | +943.1% | +462.8% |
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