+199.0%
AMD vs MMM
+44.4%
+154.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +11.7% |
| 7D | -11.0% | +6.2% | -17.2% | -13.6% |
| 30D | -30.5% | +14.2% | -44.7% | -34.9% |
| 3M | -8.2% | +2.9% | -11.1% | -9.7% |
| 6M | +6.6% | +27.6% | -21.0% | -6.3% |
| YTD | +109.7% | +17.3% | +92.4% | +90.6% |
| 1Y | +88.9% | +15.1% | +73.8% | +73.3% |
| 3Y | +301.8% | +157.1% | +144.7% | +133.7% |
| All | +199.0% | +44.4% | +154.6% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling