+275.4%
ORCL vs MMM
+75.7%
+199.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | +10.4% | -0.8% | +11.2% | +10.7% |
| 30D | -11.2% | +14.4% | -25.7% | -16.0% |
| 3M | -16.8% | +1.8% | -18.5% | -17.7% |
| 6M | -31.5% | +31.3% | -62.8% | -38.9% |
| YTD | -33.9% | +18.0% | -51.9% | -38.9% |
| 1Y | -43.3% | +10.9% | -54.1% | -46.4% |
| 3Y | +16.5% | +160.6% | -144.2% | -25.9% |
| 5Y | +45.4% | +44.5% | +0.9% | +21.3% |
| All | +275.4% | +75.7% | +199.7% | +191.0% |
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 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