+261.9%
AMD vs MMM
+159.9%
+102.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.1% | -16.1% |
| 7D | -28.6% | +5.9% | -34.5% | -30.0% |
| 30D | -37.7% | +14.7% | -52.5% | -40.8% |
| 3M | -16.1% | +3.6% | -19.7% | -17.2% |
| 6M | +13.8% | +32.7% | -18.9% | +1.6% |
| YTD | +88.8% | +18.9% | +69.9% | +74.7% |
| 1Y | +57.8% | +16.4% | +41.4% | +47.3% |
| All | +261.9% | +159.9% | +102.0% | +192.8% |
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