+17.7%
INTC vs MMM
+44.4%
-26.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.1% | +8.3% |
| 7D | -14.4% | +6.2% | -20.6% | -17.1% |
| 30D | -50.2% | +14.2% | -64.5% | -53.4% |
| 3M | -43.6% | +2.9% | -46.5% | -44.6% |
| 6M | -50.2% | +27.6% | -77.8% | -56.1% |
| YTD | +52.5% | +17.3% | +35.2% | +39.1% |
| 1Y | +51.1% | +15.1% | +36.0% | +39.3% |
| 3Y | +50.3% | +157.1% | -106.8% | -7.2% |
| All | +17.7% | +44.4% | -26.7% | -4.1% |
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 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