+128.8%
GOOG vs MMM
+24.9%
+103.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.5% |
| 7D | -1.6% | -2.6% | +1.0% | -0.8% |
| 30D | -7.7% | -9.3% | +1.6% | -5.0% |
| 3M | -9.3% | +5.6% | -14.9% | -11.0% |
| 6M | +7.4% | +9.5% | -2.0% | +4.2% |
| YTD | +4.9% | +4.1% | +0.7% | +2.8% |
| 1Y | +37.2% | +9.4% | +27.8% | +32.2% |
| 3Y | +141.6% | +101.0% | +40.6% | +84.4% |
| 5Y | +128.8% | +26.1% | +102.6% | +109.8% |
| All | +128.8% | +24.9% | +103.8% | +109.8% |
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