+214.5%
CVX vs MMM
+74.0%
+140.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | -1.0% | +12.1% | -13.1% | -5.9% |
| 3M | +12.2% | +1.4% | +10.8% | +10.8% |
| 6M | +20.3% | +26.6% | -6.2% | +8.0% |
| YTD | +48.3% | +16.8% | +31.5% | +36.0% |
| 1Y | +46.9% | +10.1% | +36.8% | +38.2% |
| 3Y | +73.1% | +158.4% | -85.3% | +2.7% |
| 5Y | +135.2% | +43.1% | +92.1% | +92.1% |
| All | +214.5% | +74.0% | +140.5% | +120.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling