+9,509.3%
STX vs MMM
+598.2%
+8,911.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.9% | +8.7% |
| 7D | -14.8% | +5.8% | -20.5% | -18.0% |
| 30D | -35.4% | +17.9% | -53.3% | -41.9% |
| 3M | -37.7% | +3.6% | -41.3% | -39.6% |
| 6M | -35.2% | +32.9% | -68.1% | -46.6% |
| YTD | +84.4% | +19.5% | +64.9% | +60.9% |
| 1Y | +82.3% | +16.5% | +65.7% | +61.3% |
| 3Y | +646.2% | +167.2% | +479.1% | +266.2% |
| 5Y | +487.4% | +48.2% | +439.2% | +319.8% |
| 10Y | +2,071.0% | +83.0% | +1,988.0% | +1,169.1% |
| All | +9,509.3% | +598.2% | +8,911.1% | +2,108.6% |
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 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