+113.3%
CSCO vs MMM
+24.5%
+88.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | -3.3% | +2.7% | +0.2% |
| 30D | -10.1% | -7.0% | -3.1% | -8.3% |
| 3M | -15.7% | +10.8% | -26.5% | -18.1% |
| 6M | +36.3% | +5.8% | +30.5% | +33.9% |
| YTD | +43.8% | +6.8% | +37.1% | +40.5% |
| 1Y | +63.9% | +10.4% | +53.6% | +58.1% |
| 3Y | +104.4% | +104.7% | -0.3% | +62.6% |
| All | +113.3% | +24.5% | +88.8% | +104.8% |
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