+75.2%
STX vs MMM
+15.0%
+60.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -17.3% | +7.0% | -24.2% | -17.3% |
| 30D | -35.9% | +18.4% | -54.3% | -37.1% |
| 3M | -37.3% | +4.5% | -41.8% | -37.2% |
| 6M | -35.8% | +33.4% | -69.2% | -39.8% |
| YTD | +82.7% | +20.0% | +62.8% | +78.4% |
| All | +75.2% | +15.0% | +60.2% | +72.1% |
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 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