+9.3%
ORCL vs MMM
+159.9%
-150.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.7% | -6.2% |
| 7D | -17.5% | +5.9% | -23.4% | -18.5% |
| 30D | -20.2% | +14.7% | -34.9% | -22.7% |
| 3M | -19.9% | +3.6% | -23.5% | -20.6% |
| 6M | -37.4% | +32.7% | -70.2% | -41.7% |
| YTD | -40.1% | +18.9% | -59.1% | -42.8% |
| 1Y | -53.4% | +16.4% | -69.8% | -55.3% |
| All | +9.3% | +159.9% | -150.6% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling