+835.7%
PM vs MMM
+406.6%
+429.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -5.2% | +6.2% | -11.4% | -7.4% |
| 30D | +2.7% | +14.2% | -11.5% | -2.4% |
| 3M | +5.2% | +2.9% | +2.3% | +3.8% |
| 6M | +17.0% | +27.6% | -10.6% | +6.1% |
| YTD | +25.5% | +17.3% | +8.2% | +17.0% |
| 1Y | +35.5% | +15.1% | +20.4% | +27.1% |
| 3Y | +143.9% | +157.1% | -13.2% | +55.9% |
| 5Y | +161.8% | +45.1% | +116.7% | +111.8% |
| 10Y | +235.9% | +83.9% | +152.1% | +128.0% |
| All | +835.7% | +406.6% | +429.1% | +263.1% |
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 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