+3,290.5%
DELL vs MMM
+72.3%
+3,218.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | +17.1% | -0.8% | +17.9% | +17.5% |
| 30D | -35.1% | +14.4% | -49.5% | -39.5% |
| 3M | -23.3% | +1.8% | -25.1% | -24.5% |
| 6M | +55.8% | +31.3% | +24.5% | +34.6% |
| YTD | +198.0% | +18.0% | +180.0% | +170.3% |
| 1Y | +166.6% | +10.9% | +155.7% | +149.1% |
| 3Y | +427.6% | +160.6% | +267.0% | +210.9% |
| 5Y | +630.6% | +44.5% | +586.1% | +490.1% |
| 10Y | +2,866.3% | +75.9% | +2,790.4% | +1,950.4% |
| All | +3,290.5% | +72.3% | +3,218.2% | +2,292.9% |
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