+273.8%
RTX vs MMM
+88.0%
+185.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.8% |
| 7D | -3.2% | +5.8% | -9.0% | -5.7% |
| 30D | +5.6% | +17.9% | -12.4% | -1.8% |
| 3M | -11.7% | +3.6% | -15.3% | -13.4% |
| 6M | +12.3% | +32.9% | -20.6% | -1.2% |
| YTD | +8.2% | +19.5% | -11.3% | -1.1% |
| 1Y | +12.6% | +16.5% | -4.0% | +3.9% |
| 3Y | +152.8% | +167.2% | -14.3% | +48.4% |
| 5Y | +140.2% | +48.2% | +92.0% | +95.5% |
| 10Y | +273.8% | +83.0% | +190.8% | +138.1% |
| All | +273.8% | +88.0% | +185.7% | +138.1% |
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