+1,323.9%
ASML vs MMM
+84.6%
+1,239.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -7.8% |
| 7D | -19.0% | +5.9% | -24.9% | -21.5% |
| 30D | -25.9% | +14.7% | -40.7% | -31.1% |
| 3M | -19.1% | +3.6% | -22.6% | -20.9% |
| 6M | -5.7% | +32.7% | -38.5% | -18.9% |
| YTD | +27.6% | +18.9% | +8.6% | +15.5% |
| 1Y | +30.8% | +16.4% | +14.4% | +19.6% |
| 3Y | +116.2% | +159.8% | -43.6% | +24.7% |
| 5Y | +67.7% | +47.2% | +20.5% | +32.4% |
| All | +1,323.9% | +84.6% | +1,239.3% | +975.2% |
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 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