+35.4%
CVS vs MMM
+12.8%
+22.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.0% | -3.3% | +7.3% | +4.6% |
| 30D | -2.4% | -7.0% | +4.6% | -1.0% |
| 3M | +2.7% | +10.8% | -8.2% | +0.9% |
| 6M | +21.9% | +5.8% | +16.1% | +20.1% |
| YTD | +24.7% | +6.8% | +18.0% | +22.7% |
| 1Y | +35.4% | +10.4% | +25.1% | +32.2% |
| All | +35.4% | +12.8% | +22.7% | +32.2% |
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