+88.1%
CSCO vs MMM
+44.4%
+43.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | -10.2% | +6.2% | -16.4% | -11.6% |
| 30D | -20.1% | +14.2% | -34.3% | -22.9% |
| 3M | -22.4% | +2.9% | -25.3% | -23.1% |
| 6M | +2.8% | +27.6% | -24.8% | -3.9% |
| YTD | +23.6% | +17.3% | +6.3% | +17.6% |
| 1Y | +34.0% | +15.1% | +18.9% | +28.2% |
| 3Y | +89.3% | +157.1% | -67.9% | +40.3% |
| All | +88.1% | +44.4% | +43.7% | +72.0% |
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 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