+278.5%
RTX vs MMM
+54.8%
+223.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.2% | -3.3% | -1.8% | -3.8% |
| 30D | -9.4% | -7.0% | -2.4% | -6.6% |
| 3M | +12.3% | +10.8% | +1.5% | +7.1% |
| 6M | -3.1% | +5.8% | -8.9% | -5.9% |
| YTD | +10.7% | +6.8% | +3.9% | +6.6% |
| 1Y | +28.4% | +10.4% | +18.0% | +21.6% |
| 3Y | +147.1% | +104.7% | +42.4% | +65.9% |
| 5Y | +167.2% | +23.6% | +143.7% | +139.9% |
| All | +278.5% | +54.8% | +223.8% | +172.3% |
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