+181.2%
TSCO vs MMM
+55.8%
+125.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.0% |
| 7D | -5.7% | -2.1% | -3.5% | -5.0% |
| 30D | -8.8% | -9.8% | +1.1% | -5.5% |
| 3M | +6.3% | +4.9% | +1.4% | +4.3% |
| 6M | -32.3% | +7.3% | -39.6% | -34.1% |
| YTD | -32.7% | +4.5% | -37.2% | -34.1% |
| 1Y | -43.7% | +5.4% | -49.0% | -45.1% |
| 3Y | -19.7% | +98.6% | -118.2% | -39.2% |
| 5Y | -11.6% | +27.4% | -39.0% | -21.8% |
| All | +181.2% | +55.8% | +125.4% | +131.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling