+57.4%
INTC vs MMM
+22.1%
+35.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +9.5% | -13.3% | -6.1% |
| 7D | -39.0% | +12.2% | -51.2% | -40.8% |
| 30D | -49.8% | +18.8% | -68.7% | -52.3% |
| 3M | -42.2% | +7.4% | -49.6% | -42.9% |
| 6M | -39.2% | +38.3% | -77.5% | -46.2% |
| YTD | +57.9% | +22.9% | +35.1% | +39.3% |
| 1Y | +57.4% | +23.0% | +34.4% | +38.1% |
| All | +57.4% | +22.1% | +35.3% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling