+476.2%
STX vs MMM
+42.8%
+433.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | +14.6% | -0.4% | +15.0% | +14.8% |
| 30D | -26.0% | +12.1% | -38.1% | -29.3% |
| 3M | -42.6% | +1.4% | -44.0% | -43.1% |
| 6M | -35.3% | +26.6% | -61.8% | -41.6% |
| YTD | +92.5% | +16.8% | +75.6% | +78.6% |
| 1Y | +102.4% | +10.1% | +92.3% | +92.5% |
| 3Y | +673.8% | +158.4% | +515.4% | +405.3% |
| All | +476.2% | +42.8% | +433.4% | +384.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling