-18.4%
TSCO vs MMM
+97.7%
-116.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | -4.4% | -10.7% | +6.3% | -1.2% |
| 3M | +9.7% | +4.3% | +5.4% | +8.3% |
| 6M | -32.4% | +5.9% | -38.3% | -33.7% |
| YTD | -31.7% | +3.2% | -34.8% | -32.6% |
| 1Y | -41.3% | +8.0% | -49.3% | -42.8% |
| All | -18.4% | +97.7% | -116.1% | -37.0% |
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