+97.5%
CSCO vs MMM
+157.3%
-59.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.4% | -4.9% | -6.0% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | -15.8% | +11.7% | -27.5% | -17.6% |
| 3M | -15.4% | +1.0% | -16.4% | -15.5% |
| 6M | -5.4% | +26.0% | -31.4% | -9.8% |
| YTD | +26.5% | +16.3% | +10.1% | +22.2% |
| 1Y | +25.9% | +9.6% | +16.3% | +23.2% |
| 3Y | +97.5% | +157.3% | -59.8% | +73.0% |
| All | +97.5% | +157.3% | -59.8% | +73.0% |
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 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