+97,349.8%
ASML vs MMM
+1,614.7%
+95,735.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +1.1% | -3.3% | +4.4% | +3.2% |
| 30D | +2.2% | -7.0% | +9.2% | +6.7% |
| 3M | -2.3% | +10.8% | -13.1% | -8.8% |
| 6M | +23.0% | +5.8% | +17.2% | +18.2% |
| YTD | +61.1% | +6.8% | +54.3% | +53.0% |
| 1Y | +129.1% | +10.4% | +118.7% | +112.0% |
| 3Y | +165.4% | +104.7% | +60.7% | +57.9% |
| 5Y | +109.5% | +23.6% | +85.9% | +69.8% |
| 10Y | +1,645.7% | +54.1% | +1,591.6% | +1,057.8% |
| All | +97,349.8% | +1,614.7% | +95,735.1% | +24,327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling