0.0%
MSFT vs MMM
+10.4%
-10.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.2% |
| 7D | -1.4% | -1.6% | +0.2% | -1.5% |
| 30D | -1.0% | -8.0% | +7.0% | -1.5% |
| 3M | +20.2% | +9.4% | +10.8% | +20.4% |
| 6M | +21.3% | +10.2% | +11.0% | +21.2% |
| YTD | +2.8% | +6.1% | -3.3% | +2.7% |
| 1Y | 0.0% | +10.8% | -10.8% | -0.7% |
| All | 0.0% | +10.4% | -10.4% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling