+11,453.7%
GOOGL vs MMM
+432.0%
+11,021.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +2.6% | +7.0% | -4.3% | -0.7% |
| 30D | -18.3% | +18.4% | -36.7% | -25.0% |
| 3M | -19.6% | +4.5% | -24.0% | -21.8% |
| 6M | -28.2% | +33.4% | -61.6% | -38.3% |
| YTD | -8.0% | +20.0% | -28.0% | -17.4% |
| 1Y | -0.7% | +15.0% | -15.7% | -9.0% |
| 3Y | +118.8% | +165.0% | -46.2% | +22.9% |
| 5Y | +98.9% | +47.9% | +50.9% | +51.1% |
| 10Y | +643.6% | +79.6% | +564.0% | +373.7% |
| All | +11,453.7% | +432.0% | +11,021.7% | +3,670.3% |
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