+188.9%
MCHP vs MMM
+53.9%
+135.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.4% |
| 7D | -2.1% | -3.2% | +1.1% | 0.0% |
| 30D | -11.1% | -10.7% | -0.4% | -4.4% |
| 3M | -18.1% | +4.3% | -22.4% | -20.4% |
| 6M | +10.8% | +5.9% | +4.9% | +6.1% |
| YTD | +14.2% | +3.2% | +11.1% | +10.5% |
| 1Y | +13.5% | +8.0% | +5.5% | +6.1% |
| 3Y | -2.0% | +99.1% | -101.1% | -40.3% |
| 5Y | +1.4% | +25.7% | -24.4% | -14.6% |
| All | +188.9% | +53.9% | +135.0% | +116.2% |
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 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