+13,444.1%
GOOG vs MMM
+373.6%
+13,070.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | -3.3% | +1.2% | -0.6% |
| 30D | -6.8% | -7.0% | +0.2% | -3.6% |
| 3M | -9.1% | +10.8% | -19.9% | -13.9% |
| 6M | +10.7% | +5.8% | +4.9% | +7.0% |
| YTD | +7.1% | +6.8% | +0.3% | +2.4% |
| 1Y | +44.6% | +10.4% | +34.2% | +35.3% |
| 3Y | +147.4% | +104.7% | +42.7% | +59.3% |
| 5Y | +133.8% | +23.6% | +110.2% | +95.5% |
| 10Y | +777.5% | +54.1% | +723.4% | +507.8% |
| All | +13,444.1% | +373.6% | +13,070.6% | +4,605.0% |
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