+40.5%
CSCO vs MMM
+12.5%
+28.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +6.6% | -0.8% | +7.4% | +6.7% |
| 30D | -11.3% | +14.4% | -25.8% | -12.5% |
| 3M | -17.3% | +1.8% | -19.1% | -17.0% |
| 6M | +3.5% | +31.3% | -27.8% | +1.0% |
| YTD | +34.9% | +18.0% | +16.9% | +32.4% |
| 1Y | +40.5% | +10.9% | +29.6% | +39.3% |
| All | +40.5% | +12.5% | +28.0% | +39.3% |
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