+1,395.4%
ASML vs MMM
+82.0%
+1,313.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.4% | +5.7% |
| 7D | -9.0% | +6.2% | -15.2% | -12.0% |
| 30D | -21.0% | +14.2% | -35.2% | -26.4% |
| 3M | -16.3% | +2.9% | -19.2% | -17.9% |
| 6M | -7.5% | +27.6% | -35.1% | -18.9% |
| YTD | +34.0% | +17.3% | +16.7% | +22.1% |
| 1Y | +39.3% | +15.1% | +24.2% | +28.0% |
| 3Y | +128.9% | +157.1% | -28.3% | +32.5% |
| 5Y | +76.1% | +45.1% | +31.0% | +39.9% |
| All | +1,395.4% | +82.0% | +1,313.4% | +1,036.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling