+52.3%
MSFT vs MMM
+156.3%
-104.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | +1.7% | +6.2% | -4.5% | +0.9% |
| 30D | +0.2% | +14.2% | -14.0% | -1.5% |
| 3M | +6.4% | +2.9% | +3.4% | +5.9% |
| 6M | +28.7% | +27.6% | +1.1% | +24.1% |
| YTD | +10.4% | +17.3% | -6.9% | +7.6% |
| 1Y | +7.6% | +15.1% | -7.5% | +5.1% |
| 3Y | +52.3% | +157.1% | -104.8% | +39.0% |
| All | +52.3% | +156.3% | -104.0% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling