+137.7%
GOOGL vs MMM
+28.6%
+109.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +1.1% | -1.6% | +2.7% | +1.5% |
| 30D | -4.4% | -8.0% | +3.6% | -2.1% |
| 3M | -6.8% | +9.4% | -16.2% | -9.4% |
| 6M | +13.6% | +10.2% | +3.3% | +9.9% |
| YTD | +8.3% | +6.1% | +2.2% | +5.6% |
| 1Y | +44.9% | +10.8% | +34.2% | +39.1% |
| 3Y | +150.5% | +104.8% | +45.7% | +90.2% |
| 5Y | +137.7% | +27.0% | +110.7% | +116.9% |
| All | +137.7% | +28.6% | +109.1% | +116.9% |
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