+749.2%
COST vs MMM
+75.7%
+673.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | +14.6% | +14.4% | +0.2% | +10.5% |
| 3M | +15.2% | +1.8% | +13.4% | +14.4% |
| 6M | +7.2% | +31.3% | -24.1% | -0.6% |
| YTD | +27.4% | +18.0% | +9.4% | +20.9% |
| 1Y | +20.2% | +10.9% | +9.3% | +16.0% |
| 3Y | +96.9% | +160.6% | -63.8% | +43.7% |
| 5Y | +122.8% | +44.5% | +78.3% | +96.2% |
| All | +749.2% | +75.7% | +673.5% | +595.8% |
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