+106.4%
INTC vs MMM
+84.0%
+22.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -4.0% | +7.0% | -11.0% | -7.7% |
| 30D | -44.5% | +18.4% | -62.9% | -49.5% |
| 3M | -40.4% | +4.5% | -44.9% | -42.2% |
| 6M | -53.5% | +33.4% | -86.9% | -60.6% |
| YTD | +57.5% | +20.0% | +37.6% | +40.1% |
| 1Y | +51.2% | +15.0% | +36.2% | +37.8% |
| 3Y | +51.6% | +165.0% | -113.4% | -16.0% |
| 5Y | +23.5% | +47.9% | -24.4% | -3.9% |
| 10Y | +106.4% | +79.6% | +26.8% | +47.3% |
| All | +106.4% | +84.0% | +22.4% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling