+133,470.8%
MSFT vs MMM
+2,854.2%
+130,616.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | -3.3% | +0.6% | -1.3% |
| 30D | +2.7% | -7.0% | +9.7% | +5.8% |
| 3M | +17.0% | +10.8% | +6.1% | +11.4% |
| 6M | +23.8% | +5.8% | +18.1% | +19.7% |
| YTD | +4.0% | +6.8% | -2.8% | -0.4% |
| 1Y | -0.8% | +10.4% | -11.2% | -6.9% |
| 3Y | +55.6% | +104.7% | -49.1% | +6.5% |
| 5Y | +72.9% | +23.6% | +49.3% | +46.2% |
| 10Y | +875.8% | +54.1% | +821.7% | +619.7% |
| All | +133,470.8% | +2,854.2% | +130,616.6% | +24,749.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling