+4.4%
MCHP vs MMM
+24.9%
-20.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.6% |
| 7D | +0.3% | -2.6% | +2.9% | +1.9% |
| 30D | -9.8% | -9.3% | -0.5% | -4.6% |
| 3M | -19.7% | +5.6% | -25.3% | -22.2% |
| 6M | +13.6% | +9.5% | +4.1% | +7.3% |
| YTD | +16.5% | +4.1% | +12.4% | +12.7% |
| 1Y | +15.7% | +9.4% | +6.3% | +8.3% |
| 3Y | 0.0% | +101.0% | -101.0% | -33.0% |
| 5Y | +4.4% | +26.1% | -21.7% | -7.6% |
| All | +4.4% | +24.9% | -20.5% | -7.6% |
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