+111.7%
INTC vs MMM
+28.6%
+83.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.6% | +9.7% | +9.3% |
| 7D | +17.4% | -1.6% | +19.0% | +18.3% |
| 30D | +2.8% | -8.0% | +10.8% | +6.9% |
| 3M | -5.3% | +9.4% | -14.6% | -9.5% |
| 6M | +140.6% | +10.2% | +130.4% | +128.7% |
| YTD | +183.1% | +6.1% | +177.0% | +171.7% |
| 1Y | +326.8% | +10.8% | +316.0% | +300.3% |
| 3Y | +179.4% | +104.8% | +74.7% | +94.5% |
| 5Y | +111.7% | +27.0% | +84.7% | +90.2% |
| All | +111.7% | +28.6% | +83.1% | +90.2% |
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