+1,967.8%
STX vs MMM
+84.0%
+1,883.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -17.3% | +7.0% | -24.2% | -20.2% |
| 30D | -35.9% | +18.4% | -54.3% | -41.3% |
| 3M | -37.3% | +4.5% | -41.8% | -39.0% |
| 6M | -35.8% | +33.4% | -69.2% | -45.3% |
| YTD | +82.7% | +20.0% | +62.8% | +63.5% |
| 1Y | +71.6% | +15.0% | +56.6% | +56.8% |
| 3Y | +635.3% | +165.0% | +470.3% | +311.5% |
| 5Y | +483.8% | +47.9% | +435.8% | +359.5% |
| 10Y | +1,967.8% | +79.6% | +1,888.1% | +1,281.2% |
| All | +1,967.8% | +84.0% | +1,883.8% | +1,281.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling