+47.5%
ASML vs MMM
+10.2%
+37.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.2% |
| 7D | +4.9% | -0.4% | +5.3% | +5.1% |
| 30D | -9.3% | +12.1% | -21.4% | -13.1% |
| 3M | -19.0% | +1.4% | -20.4% | -18.9% |
| 6M | -5.2% | +26.6% | -31.8% | -16.0% |
| YTD | +40.6% | +16.8% | +23.8% | +26.6% |
| 1Y | +47.5% | +10.1% | +37.4% | +36.1% |
| All | +47.5% | +10.2% | +37.3% | +36.1% |
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