+111.9%
INTC vs MMM
+73.3%
+38.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.8% |
| 7D | +6.0% | -0.8% | +6.8% | +6.5% |
| 30D | -39.2% | +11.7% | -50.9% | -42.9% |
| 3M | -42.9% | +1.0% | -43.9% | -43.6% |
| 6M | -50.4% | +26.0% | -76.5% | -56.7% |
| YTD | +61.7% | +16.3% | +45.3% | +46.1% |
| 1Y | +66.1% | +9.6% | +56.5% | +55.4% |
| 3Y | +58.1% | +157.3% | -99.2% | -11.0% |
| 5Y | +27.9% | +42.5% | -14.6% | +1.6% |
| All | +111.9% | +73.3% | +38.7% | +54.1% |
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 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