+2,502.1%
SOXX vs MMM
+588.2%
+1,913.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.1% |
| 7D | +3.0% | -3.2% | +6.3% | +5.3% |
| 30D | -3.1% | -10.7% | +7.5% | +4.5% |
| 3M | -4.4% | +4.3% | -8.7% | -7.6% |
| 6M | +52.9% | +5.9% | +47.0% | +45.7% |
| YTD | +72.0% | +3.2% | +68.8% | +65.5% |
| 1Y | +105.1% | +8.0% | +97.1% | +89.8% |
| 3Y | +220.6% | +99.1% | +121.5% | +81.0% |
| 5Y | +244.8% | +25.7% | +219.1% | +169.3% |
| 10Y | +1,537.1% | +53.3% | +1,483.9% | +916.4% |
| All | +2,502.1% | +588.2% | +1,913.9% | +262.8% |
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