+35,479.1%
MCHP vs MMM
+2,037.2%
+33,441.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.5% |
| 3M | -22.9% | +3.6% | -26.4% | -24.7% |
| 6M | -36.6% | +33.0% | -69.6% | -46.5% |
| YTD | -0.8% | +19.6% | -20.5% | -11.7% |
| 1Y | +16.5% | +14.0% | +2.5% | +6.6% |
| 3Y | -13.6% | +164.3% | -177.9% | -52.1% |
| 5Y | -17.0% | +49.3% | -66.4% | -36.9% |
| 10Y | +137.7% | +78.4% | +59.3% | +61.9% |
| All | +35,479.1% | +2,037.2% | +33,441.9% | +8,203.1% |
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