+42,373.8%
MCHP vs MMM
+1,807.3%
+40,566.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.7% | -3.3% | +5.0% | +3.7% |
| 30D | -4.1% | -7.0% | +2.9% | 0.0% |
| 3M | -22.5% | +10.8% | -33.3% | -27.1% |
| 6M | +7.3% | +5.8% | +1.5% | +3.4% |
| YTD | +18.4% | +6.8% | +11.6% | +12.9% |
| 1Y | +18.1% | +10.4% | +7.7% | +10.2% |
| 3Y | -2.8% | +104.7% | -107.5% | -37.5% |
| 5Y | +5.5% | +23.6% | -18.1% | -10.4% |
| 10Y | +185.8% | +54.1% | +131.7% | +112.0% |
| All | +42,373.8% | +1,807.3% | +40,566.5% | +10,517.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling