+3.6%
GOOG vs MMM
+22.1%
-18.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.5% | -6.3% | +1.9% |
| 7D | -10.7% | +12.2% | -23.0% | -12.2% |
| 30D | -16.4% | +18.8% | -35.3% | -18.7% |
| 3M | -23.4% | +7.4% | -30.8% | -23.8% |
| 6M | -24.2% | +38.3% | -62.5% | -29.7% |
| YTD | -8.3% | +22.9% | -31.1% | -13.6% |
| 1Y | +3.6% | +23.0% | -19.4% | -4.1% |
| All | +3.6% | +22.1% | -18.5% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling