+8.2%
ASML vs MMM
+38.0%
-29.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.5% | -13.1% | -4.5% |
| 7D | -10.0% | +12.2% | -22.3% | -11.3% |
| 30D | -19.4% | +18.8% | -38.3% | -21.6% |
| 3M | -12.5% | +7.4% | -19.8% | -12.8% |
| 6M | +8.2% | +38.3% | -30.1% | -2.0% |
| All | +8.2% | +38.0% | -29.8% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling