+474.0%
AVGO vs MMM
+44.4%
+429.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | -9.9% | +6.2% | -16.1% | -12.0% |
| 30D | -22.0% | +14.2% | -36.2% | -25.9% |
| 3M | -30.0% | +2.9% | -32.9% | -31.0% |
| 6M | -30.7% | +27.6% | -58.3% | -37.3% |
| YTD | -14.7% | +17.3% | -32.0% | -20.7% |
| 1Y | -16.8% | +15.1% | -31.9% | -22.1% |
| 3Y | +244.4% | +157.1% | +87.3% | +131.1% |
| All | +474.0% | +44.4% | +429.6% | +388.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling