-5.1%
COST vs MMM
+8.3%
-13.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -2.5% | -3.2% | +0.7% | -2.2% |
| 30D | -4.4% | -10.7% | +6.2% | -3.4% |
| 3M | -8.1% | +4.3% | -12.4% | -8.4% |
| 6M | -9.2% | +5.9% | -15.2% | -9.7% |
| YTD | +5.1% | +3.2% | +1.9% | +4.8% |
| 1Y | -5.1% | +8.0% | -13.1% | -6.0% |
| All | -5.1% | +8.3% | -13.4% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling