+91.4%
ORCL vs MMM
+24.5%
+66.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.3% | -3.3% | +8.6% | +6.3% |
| 30D | +10.0% | -7.0% | +17.0% | +12.3% |
| 3M | -32.6% | +10.8% | -43.4% | -34.7% |
| 6M | +4.9% | +5.8% | -0.8% | +2.8% |
| YTD | -17.8% | +6.8% | -24.5% | -19.9% |
| 1Y | -28.0% | +10.4% | -38.4% | -31.1% |
| 3Y | +36.0% | +104.7% | -68.7% | +6.4% |
| All | +91.4% | +24.5% | +66.9% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling