+913.4%
MSFT vs MMM
+75.7%
+837.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | -3.8% | +14.4% | -18.2% | -8.2% |
| 3M | +6.4% | +1.8% | +4.6% | +5.5% |
| 6M | +28.8% | +31.3% | -2.5% | +16.1% |
| YTD | +8.8% | +18.0% | -9.1% | +1.2% |
| 1Y | +3.2% | +10.9% | -7.7% | -1.9% |
| 3Y | +44.8% | +160.6% | -115.8% | -7.3% |
| 5Y | +61.8% | +44.5% | +17.3% | +35.6% |
| All | +913.4% | +75.7% | +837.7% | +621.2% |
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