+31.5%
CVS vs MMM
+28.6%
+2.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | +0.4% | -8.0% | +8.4% | +2.5% |
| 3M | -0.4% | +9.4% | -9.8% | -2.7% |
| 6M | +25.1% | +10.2% | +14.9% | +21.8% |
| YTD | +23.9% | +6.1% | +17.8% | +21.5% |
| 1Y | +41.1% | +10.8% | +30.3% | +36.4% |
| 3Y | +63.6% | +104.8% | -41.2% | +32.7% |
| 5Y | +31.5% | +27.0% | +4.5% | +23.7% |
| All | +31.5% | +28.6% | +2.9% | +23.7% |
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