+2,755.4%
AVGO vs MMM
+54.6%
+2,700.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.3% |
| 7D | -0.3% | -1.6% | +1.3% | +0.5% |
| 30D | -13.8% | -8.0% | -5.8% | -10.4% |
| 3M | -6.9% | +9.4% | -16.3% | -11.3% |
| 6M | +11.9% | +10.2% | +1.7% | +5.8% |
| YTD | +6.9% | +6.1% | +0.8% | +2.3% |
| 1Y | +7.4% | +10.8% | -3.4% | 0.0% |
| 3Y | +345.6% | +104.8% | +240.8% | +193.0% |
| 5Y | +718.9% | +27.0% | +691.8% | +604.6% |
| 10Y | +2,755.4% | +53.8% | +2,701.6% | +1,917.4% |
| All | +2,755.4% | +54.6% | +2,700.8% | +1,917.4% |
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 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