+196.6%
AMD vs MMM
+46.9%
+149.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.1% | -15.7% |
| 7D | -28.6% | +5.9% | -34.5% | -30.4% |
| 30D | -37.7% | +14.7% | -52.5% | -41.8% |
| 3M | -16.1% | +3.6% | -19.7% | -17.7% |
| 6M | +13.8% | +32.7% | -18.9% | -1.6% |
| YTD | +88.8% | +18.9% | +69.9% | +70.6% |
| 1Y | +57.8% | +16.4% | +41.4% | +44.2% |
| 3Y | +260.3% | +159.8% | +100.5% | +109.0% |
| 5Y | +196.6% | +47.2% | +149.4% | +129.8% |
| All | +196.6% | +46.9% | +149.7% | +129.8% |
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 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