+68.1%
COST vs MMM
+99.5%
-31.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.6% |
| 7D | -2.8% | -2.6% | -0.2% | -2.5% |
| 30D | -5.3% | -9.3% | +4.0% | -4.1% |
| 3M | -6.7% | +5.6% | -12.2% | -7.4% |
| 6M | -9.9% | +9.5% | -19.4% | -11.1% |
| YTD | +5.1% | +4.1% | +1.0% | +4.3% |
| 1Y | -7.3% | +9.4% | -16.7% | -8.7% |
| All | +68.1% | +99.5% | -31.5% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling