-16.9%
MCHP vs MMM
+48.7%
-65.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.2% | +3.1% |
| 7D | -17.5% | -2.6% | -14.9% | -16.0% |
| 30D | -15.8% | +17.4% | -33.2% | -23.4% |
| 3M | -22.9% | +3.6% | -26.4% | -24.6% |
| 6M | -36.6% | +33.0% | -69.6% | -46.4% |
| YTD | -0.8% | +19.6% | -20.5% | -11.6% |
| 1Y | +16.5% | +14.0% | +2.5% | +6.9% |
| 3Y | -13.6% | +164.3% | -177.9% | -51.0% |
| All | -16.9% | +48.7% | -65.6% | -33.9% |
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