+11,743.1%
COST vs MMM
+2,854.2%
+8,888.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | -3.1% | -3.3% | +0.2% | -1.9% |
| 30D | -2.8% | -7.0% | +4.2% | -0.1% |
| 3M | -5.7% | +10.8% | -16.5% | -9.6% |
| 6M | -8.8% | +5.8% | -14.5% | -11.4% |
| YTD | +6.7% | +6.8% | -0.1% | +2.8% |
| 1Y | -3.6% | +10.4% | -14.0% | -8.7% |
| 3Y | +75.1% | +104.7% | -29.6% | +24.0% |
| 5Y | +108.9% | +23.6% | +85.4% | +79.6% |
| 10Y | +586.2% | +54.1% | +532.1% | +409.1% |
| All | +11,743.1% | +2,854.2% | +8,888.9% | +1,915.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling