+5.9%
AMZN vs MMM
+8.6%
-2.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.5% |
| 7D | -1.0% | -2.6% | +1.6% | -0.7% |
| 30D | -9.2% | -9.3% | +0.1% | -8.0% |
| 3M | +3.4% | +5.6% | -2.2% | +2.0% |
| 6M | +18.2% | +9.5% | +8.8% | +15.3% |
| YTD | +9.3% | +4.1% | +5.2% | +6.8% |
| 1Y | +5.9% | +9.4% | -3.4% | +1.2% |
| All | +5.9% | +8.6% | -2.7% | +1.2% |
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