+234.7%
PM vs MMM
+88.0%
+146.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.9% |
| 7D | -7.3% | +5.8% | -13.0% | -8.8% |
| 30D | -4.0% | +17.9% | -21.9% | -8.5% |
| 3M | +2.7% | +3.6% | -0.8% | +1.5% |
| 6M | +14.9% | +32.9% | -18.0% | +5.3% |
| YTD | +23.5% | +19.5% | +4.0% | +16.5% |
| 1Y | +30.4% | +16.5% | +13.8% | +23.8% |
| 3Y | +143.2% | +167.2% | -23.9% | +67.2% |
| 5Y | +159.5% | +48.2% | +111.2% | +121.9% |
| 10Y | +234.7% | +83.0% | +151.6% | +159.3% |
| All | +234.7% | +88.0% | +146.6% | +159.3% |
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