-44.9%
ORCL vs MMM
+14.7%
-59.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.8% |
| 7D | +3.8% | -2.6% | +6.4% | +3.7% |
| 30D | -6.6% | +17.4% | -24.0% | -6.5% |
| 3M | -11.4% | +3.6% | -15.0% | -10.9% |
| 6M | -33.3% | +33.0% | -66.3% | -32.8% |
| YTD | -33.3% | +19.6% | -52.9% | -30.8% |
| 1Y | -44.9% | +14.0% | -59.0% | -45.0% |
| All | -44.9% | +14.7% | -59.6% | -45.0% |
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 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