+1,687.2%
MMM vs O
+5,387.7%
-3,700.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -3.3% | -0.7% | -2.6% | -3.1% |
| 30D | -7.0% | -1.9% | -5.1% | -6.5% |
| 3M | +10.8% | +3.8% | +7.0% | +9.4% |
| 6M | +5.8% | -4.7% | +10.5% | +7.2% |
| YTD | +6.8% | +12.5% | -5.7% | +2.8% |
| 1Y | +10.4% | +10.8% | -0.4% | +6.7% |
| 3Y | +104.7% | +28.8% | +75.9% | +87.9% |
| 5Y | +23.6% | +13.2% | +10.4% | +17.6% |
| 10Y | +54.1% | +53.5% | +0.7% | +27.8% |
| All | +1,687.2% | +5,387.7% | -3,700.5% | +548.1% |
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