+244.8%
ORCL vs MMM
+82.0%
+162.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | -11.2% | +6.2% | -17.4% | -13.4% |
| 30D | -18.8% | +14.2% | -33.0% | -23.2% |
| 3M | -18.8% | +2.9% | -21.7% | -20.1% |
| 6M | -39.7% | +27.6% | -67.3% | -45.7% |
| YTD | -39.6% | +17.3% | -56.9% | -44.1% |
| 1Y | -51.7% | +15.1% | -66.8% | -55.1% |
| 3Y | +10.2% | +157.1% | -146.9% | -29.4% |
| 5Y | +30.8% | +45.1% | -14.3% | +8.8% |
| All | +244.8% | +82.0% | +162.7% | +170.1% |
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 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