+106.1%
COST vs MMM
+27.3%
+78.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -3.2% | -1.6% | -1.6% | -2.8% |
| 30D | -4.0% | -8.0% | +4.0% | -2.3% |
| 3M | -6.5% | +9.4% | -15.8% | -8.3% |
| 6M | -8.5% | +10.2% | -18.8% | -10.7% |
| YTD | +6.0% | +6.1% | -0.1% | +4.2% |
| 1Y | -5.8% | +10.8% | -16.6% | -8.5% |
| 3Y | +71.8% | +104.8% | -33.0% | +41.5% |
| All | +106.1% | +27.3% | +78.9% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling