+123.8%
STX vs MMM
+22.1%
+101.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +9.5% | -17.7% | -8.8% |
| 7D | -20.2% | +12.2% | -32.4% | -21.2% |
| 30D | -37.2% | +18.8% | -56.1% | -38.8% |
| 3M | -34.1% | +7.4% | -41.4% | -34.3% |
| 6M | -24.5% | +38.3% | -62.8% | -30.9% |
| YTD | +102.9% | +22.9% | +80.1% | +93.8% |
| 1Y | +123.8% | +23.0% | +100.8% | +97.6% |
| All | +123.8% | +22.1% | +101.7% | +97.6% |
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