+375.3%
DELL vs MMM
+167.3%
+208.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | -18.1% | +7.0% | -25.1% | -19.7% |
| 30D | -42.9% | +18.4% | -61.3% | -45.8% |
| 3M | -26.9% | +4.5% | -31.4% | -27.9% |
| 6M | +28.8% | +33.4% | -4.7% | +16.6% |
| YTD | +168.4% | +20.0% | +148.5% | +151.6% |
| 1Y | +136.8% | +15.0% | +121.8% | +124.8% |
| 3Y | +375.3% | +165.0% | +210.3% | +390.4% |
| All | +375.3% | +167.3% | +208.0% | +390.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling