+4,250.2%
KO vs MMM
+2,835.9%
+1,414.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.4% | -1.6% | +2.0% | +0.9% |
| 30D | +1.5% | -8.0% | +9.5% | +4.3% |
| 3M | +11.8% | +9.4% | +2.4% | +8.3% |
| 6M | +16.2% | +10.2% | +6.0% | +12.0% |
| YTD | +28.1% | +6.1% | +22.0% | +24.5% |
| 1Y | +34.8% | +10.8% | +24.0% | +28.7% |
| 3Y | +65.5% | +104.8% | -39.3% | +23.1% |
| 5Y | +81.6% | +27.0% | +54.5% | +57.5% |
| 10Y | +176.7% | +53.8% | +123.0% | +116.6% |
| All | +4,250.2% | +2,835.9% | +1,414.2% | +741.6% |
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 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