+35,221.4%
MCHP vs MMM
+1,986.9%
+33,234.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.1% |
| 7D | +5.7% | -0.4% | +6.1% | +6.0% |
| 30D | -13.4% | +12.1% | -25.6% | -19.2% |
| 3M | -20.1% | +1.4% | -21.5% | -21.1% |
| 6M | -35.5% | +26.6% | -62.1% | -44.0% |
| YTD | -1.6% | +16.8% | -18.4% | -11.2% |
| 1Y | +15.5% | +10.1% | +5.4% | +7.8% |
| 3Y | -13.2% | +158.4% | -171.6% | -51.3% |
| 5Y | -17.5% | +43.1% | -60.6% | -35.7% |
| 10Y | +136.0% | +74.2% | +61.8% | +62.9% |
| All | +35,221.4% | +1,986.9% | +33,234.5% | +8,254.4% |
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