+780.7%
GOOG vs MMM
+55.8%
+724.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | 0.0% | -2.1% | +2.2% | +0.9% |
| 30D | -2.0% | -9.8% | +7.9% | +1.9% |
| 3M | -5.9% | +4.9% | -10.8% | -7.9% |
| 6M | +8.9% | +7.3% | +1.6% | +5.5% |
| YTD | +7.1% | +4.5% | +2.6% | +4.3% |
| 1Y | +39.7% | +5.4% | +34.3% | +35.1% |
| 3Y | +145.8% | +98.6% | +47.3% | +75.6% |
| 5Y | +138.6% | +27.4% | +111.2% | +108.3% |
| All | +780.7% | +55.8% | +724.8% | +598.7% |
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 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