+251.6%
ORCL vs MMM
+88.0%
+163.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.5% |
| 7D | +0.5% | +5.8% | -5.3% | -1.8% |
| 30D | -15.3% | +17.9% | -33.2% | -20.7% |
| 3M | -18.2% | +3.6% | -21.8% | -19.7% |
| 6M | -38.4% | +32.9% | -71.3% | -45.3% |
| YTD | -37.7% | +19.5% | -57.2% | -42.7% |
| 1Y | -49.3% | +16.5% | -65.8% | -53.0% |
| 3Y | +10.6% | +167.2% | -156.5% | -30.3% |
| 5Y | +35.5% | +48.2% | -12.7% | +11.8% |
| 10Y | +251.6% | +83.0% | +168.6% | +170.6% |
| All | +251.6% | +88.0% | +163.6% | +170.6% |
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