+44.5%
GOOG vs MMM
+12.8%
+31.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | -2.2% | -3.3% | +1.1% | -1.6% |
| 30D | -6.9% | -7.0% | +0.1% | -5.7% |
| 3M | -9.1% | +10.8% | -20.0% | -11.0% |
| 6M | +10.6% | +5.8% | +4.9% | +7.9% |
| YTD | +7.0% | +6.8% | +0.2% | +4.6% |
| 1Y | +44.5% | +10.4% | +34.1% | +41.1% |
| All | +44.5% | +12.8% | +31.7% | +41.1% |
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