+332.9%
AVGO vs MMM
+106.2%
+226.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.0% | -3.3% | +0.4% | -2.0% |
| 30D | -14.4% | -7.0% | -7.4% | -12.6% |
| 3M | -14.4% | +10.8% | -25.2% | -17.2% |
| 6M | +13.1% | +5.8% | +7.4% | +10.7% |
| YTD | +3.8% | +6.8% | -3.0% | +1.0% |
| 1Y | +17.8% | +10.4% | +7.4% | +13.0% |
| All | +332.9% | +106.2% | +226.8% | +276.1% |
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 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