+4,681.2%
DELL vs MMM
+56.0%
+4,625.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +14.9% | -3.3% | +18.2% | +16.7% |
| 30D | +13.3% | -7.0% | +20.3% | +17.3% |
| 3M | +24.4% | +10.8% | +13.6% | +17.7% |
| 6M | +258.0% | +5.8% | +252.2% | +245.2% |
| YTD | +320.2% | +6.8% | +313.4% | +302.7% |
| 1Y | +319.1% | +10.4% | +308.7% | +293.1% |
| 3Y | +706.5% | +104.7% | +601.8% | +442.5% |
| 5Y | +1,071.9% | +23.6% | +1,048.4% | +930.1% |
| 10Y | +4,683.5% | +54.1% | +4,629.3% | +3,483.0% |
| All | +4,681.2% | +56.0% | +4,625.3% | +3,465.0% |
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