+4,683.6%
CVX vs MMM
+2,854.2%
+1,829.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +3.3% | -3.3% | +6.7% | +4.8% |
| 30D | +12.9% | -7.0% | +19.9% | +16.3% |
| 3M | +11.7% | +10.8% | +0.9% | +6.2% |
| 6M | +14.1% | +5.8% | +8.4% | +9.9% |
| YTD | +40.7% | +6.8% | +33.9% | +34.2% |
| 1Y | +37.5% | +10.4% | +27.1% | +28.6% |
| 3Y | +43.9% | +104.7% | -60.8% | -2.4% |
| 5Y | +161.5% | +23.6% | +137.9% | +119.2% |
| 10Y | +215.1% | +54.1% | +161.0% | +133.8% |
| All | +4,683.6% | +2,854.2% | +1,829.4% | +1,191.2% |
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 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