-43.7%
TSCO vs MMM
+9.2%
-52.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | -5.7% | -2.1% | -3.5% | -5.0% |
| 30D | -8.8% | -9.8% | +1.1% | -5.8% |
| 3M | +6.3% | +4.9% | +1.4% | +4.8% |
| 6M | -32.3% | +7.3% | -39.6% | -34.0% |
| YTD | -32.7% | +4.5% | -37.2% | -34.2% |
| 1Y | -43.7% | +5.4% | -49.0% | -44.3% |
| All | -43.7% | +9.2% | -52.9% | -44.3% |
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