+62.4%
MSFT vs MMM
+42.8%
+19.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | -1.8% | +12.1% | -14.0% | -4.3% |
| 3M | +5.6% | +1.4% | +4.2% | +5.2% |
| 6M | +29.8% | +26.6% | +3.2% | +22.4% |
| YTD | +9.0% | +16.8% | -7.8% | +4.3% |
| 1Y | +4.9% | +10.1% | -5.1% | +1.9% |
| 3Y | +46.2% | +158.4% | -112.2% | +7.8% |
| All | +62.4% | +42.8% | +19.7% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling