+1,863.1%
MMM vs O
+5,241.4%
-3,378.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +6.2% | +3.7% | +2.5% | +5.1% |
| 30D | +14.2% | +11.2% | +3.0% | +10.7% |
| 3M | +2.9% | -4.0% | +6.9% | +4.2% |
| 6M | +27.6% | -5.2% | +32.8% | +29.5% |
| YTD | +17.3% | +9.5% | +7.8% | +13.9% |
| 1Y | +15.1% | +10.6% | +4.5% | +11.4% |
| 3Y | +157.1% | +38.1% | +119.0% | +131.5% |
| 5Y | +45.1% | +10.2% | +34.9% | +39.4% |
| 10Y | +83.9% | +71.4% | +12.5% | +48.0% |
| All | +1,863.1% | +5,241.4% | -3,378.2% | +617.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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