+270.3%
ORCL vs MMM
+74.0%
+196.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +8.0% | -0.4% | +8.4% | +8.1% |
| 30D | -4.0% | +12.1% | -16.1% | -8.4% |
| 3M | -19.5% | +1.4% | -20.9% | -20.3% |
| 6M | -33.5% | +26.6% | -60.0% | -39.8% |
| YTD | -34.8% | +16.8% | -51.7% | -39.6% |
| 1Y | -41.6% | +10.1% | -51.7% | -44.7% |
| 3Y | +13.8% | +158.4% | -144.7% | -27.4% |
| 5Y | +43.4% | +43.1% | +0.3% | +20.1% |
| All | +270.3% | +74.0% | +196.2% | +188.0% |
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