+220,352.3%
CSCO vs MMM
+2,795.6%
+217,556.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | -3.3% | +2.7% | +1.0% |
| 30D | -10.1% | -7.0% | -3.1% | -6.8% |
| 3M | -15.7% | +10.8% | -26.5% | -20.3% |
| 6M | +36.3% | +5.8% | +30.5% | +31.3% |
| YTD | +43.8% | +6.8% | +37.1% | +37.0% |
| 1Y | +63.9% | +10.4% | +53.6% | +52.6% |
| 3Y | +104.4% | +104.7% | -0.3% | +30.0% |
| 5Y | +111.4% | +23.6% | +87.8% | +73.2% |
| 10Y | +361.7% | +54.1% | +307.6% | +224.3% |
| All | +220,352.3% | +2,795.6% | +217,556.7% | +33,686.5% |
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