+36.9%
PYPL vs MMM
+54.6%
-17.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +1.7% | -1.6% | +3.3% | +2.5% |
| 30D | -9.7% | -8.0% | -1.7% | -6.1% |
| 3M | +29.2% | +9.4% | +19.8% | +23.8% |
| 6M | +13.9% | +10.2% | +3.6% | +8.3% |
| YTD | -8.1% | +6.1% | -14.2% | -11.7% |
| 1Y | -21.4% | +10.8% | -32.2% | -26.2% |
| 3Y | -11.8% | +104.8% | -116.6% | -40.4% |
| 5Y | -81.1% | +27.0% | -108.2% | -83.9% |
| 10Y | +36.9% | +53.8% | -16.8% | +1.3% |
| All | +36.9% | +54.6% | -17.6% | +1.3% |
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