+11,715.7%
GOOG vs MMM
+418.1%
+11,297.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | -14.9% | +12.1% | -27.0% | -19.8% |
| 3M | -14.9% | +1.4% | -16.3% | -16.1% |
| 6M | -26.6% | +26.6% | -53.2% | -35.3% |
| YTD | -6.6% | +16.8% | -23.4% | -15.1% |
| 1Y | +5.1% | +10.1% | -5.0% | -1.7% |
| 3Y | +121.0% | +158.4% | -37.5% | +25.5% |
| 5Y | +97.3% | +43.1% | +54.2% | +52.3% |
| 10Y | +683.2% | +74.2% | +609.1% | +406.5% |
| All | +11,715.7% | +418.1% | +11,297.6% | +3,802.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling