-50.4%
ORCL vs MMM
+16.9%
-67.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -6.5% | +7.0% | -13.5% | -6.3% |
| 30D | -16.6% | +18.4% | -34.9% | -16.5% |
| 3M | -21.6% | +4.5% | -26.1% | -21.2% |
| 6M | -39.4% | +33.4% | -72.8% | -38.9% |
| YTD | -38.7% | +20.0% | -58.6% | -36.4% |
| 1Y | -50.4% | +15.0% | -65.4% | -50.3% |
| All | -50.4% | +16.9% | -67.2% | -50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling