+4,177.7%
DELL vs MMM
+51.9%
+4,125.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +1.1% |
| 7D | +8.7% | -2.6% | +11.3% | +10.1% |
| 30D | +16.9% | -9.3% | +26.2% | +22.4% |
| 3M | +40.4% | +5.6% | +34.8% | +36.0% |
| 6M | +267.1% | +9.5% | +257.6% | +248.0% |
| YTD | +329.1% | +4.1% | +325.0% | +316.1% |
| 1Y | +346.9% | +9.4% | +337.5% | +320.8% |
| 3Y | +696.6% | +101.0% | +595.7% | +440.2% |
| 5Y | +1,106.2% | +26.1% | +1,080.1% | +947.5% |
| 10Y | +4,177.7% | +54.7% | +4,123.0% | +3,075.3% |
| All | +4,177.7% | +51.9% | +4,125.8% | +3,075.3% |
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