+113.9%
SOXX vs MMM
+12.8%
+101.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +2.2% | -3.3% | +5.5% | +3.4% |
| 30D | -2.0% | -7.0% | +5.0% | +0.4% |
| 3M | -13.7% | +10.8% | -24.5% | -16.7% |
| 6M | +52.4% | +5.8% | +46.6% | +47.8% |
| YTD | +72.8% | +6.8% | +66.0% | +67.3% |
| 1Y | +113.9% | +10.4% | +103.5% | +104.2% |
| All | +113.9% | +12.8% | +101.1% | +104.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling