+177.9%
KO vs MMM
+53.9%
+124.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.6% |
| 7D | -1.1% | -3.2% | +2.1% | -0.2% |
| 30D | +1.6% | -10.7% | +12.2% | +4.7% |
| 3M | +5.8% | +4.3% | +1.5% | +4.4% |
| 6M | +14.3% | +5.9% | +8.4% | +12.1% |
| YTD | +27.3% | +3.2% | +24.2% | +25.3% |
| 1Y | +33.2% | +8.0% | +25.2% | +29.1% |
| 3Y | +64.5% | +99.1% | -34.6% | +26.8% |
| 5Y | +83.1% | +25.7% | +57.4% | +66.2% |
| All | +177.9% | +53.9% | +124.0% | +129.6% |
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