+101.1%
GOOGL vs MMM
+42.8%
+58.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +3.9% | -0.4% | +4.2% | +4.0% |
| 30D | -14.9% | +12.1% | -27.1% | -17.8% |
| 3M | -14.6% | +1.4% | -16.0% | -15.1% |
| 6M | -26.4% | +26.6% | -53.0% | -31.7% |
| YTD | -5.3% | +16.8% | -22.1% | -10.4% |
| 1Y | +6.5% | +10.1% | -3.6% | +2.5% |
| 3Y | +126.0% | +158.4% | -32.4% | +56.5% |
| All | +101.1% | +42.8% | +58.4% | +73.8% |
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