+164.9%
ASML vs MMM
+105.0%
+60.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +1.1% | -3.3% | +4.4% | +2.2% |
| 30D | +2.2% | -7.0% | +9.2% | +4.7% |
| 3M | -2.3% | +10.8% | -13.1% | -6.0% |
| 6M | +23.0% | +5.8% | +17.2% | +19.9% |
| YTD | +61.1% | +6.8% | +54.3% | +56.2% |
| 1Y | +129.1% | +10.4% | +118.7% | +119.5% |
| All | +164.9% | +105.0% | +60.0% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling