+33,471.1%
ORCL vs MMM
+2,854.2%
+30,617.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.0% |
| 7D | +5.3% | -3.3% | +8.6% | +7.1% |
| 30D | +10.0% | -7.0% | +17.0% | +14.0% |
| 3M | -32.6% | +10.8% | -43.4% | -36.2% |
| 6M | +4.9% | +5.8% | -0.8% | +1.0% |
| YTD | -17.8% | +6.8% | -24.5% | -21.7% |
| 1Y | -28.0% | +10.4% | -38.4% | -33.3% |
| 3Y | +36.0% | +104.7% | -68.7% | -12.7% |
| 5Y | +88.7% | +23.6% | +65.2% | +55.6% |
| 10Y | +346.9% | +54.1% | +292.8% | +210.0% |
| All | +33,471.1% | +2,854.2% | +30,617.0% | +3,839.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling