+2,662.4%
DELL vs MMM
+74.0%
+2,588.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.0% | -6.2% | -6.7% |
| 7D | +4.9% | -0.4% | +5.3% | +5.1% |
| 30D | -32.1% | +12.1% | -44.2% | -36.1% |
| 3M | -30.2% | +1.4% | -31.7% | -31.2% |
| 6M | +41.7% | +26.6% | +15.1% | +24.6% |
| YTD | +176.6% | +16.8% | +159.8% | +152.1% |
| 1Y | +159.9% | +10.1% | +149.8% | +143.7% |
| 3Y | +388.0% | +158.4% | +229.6% | +188.7% |
| 5Y | +578.2% | +43.1% | +535.1% | +450.6% |
| All | +2,662.4% | +74.0% | +2,588.4% | +1,948.8% |
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