+16,011.1%
STX vs MMM
+523.9%
+15,487.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +2.4% | -3.3% | +5.7% | +4.5% |
| 30D | +1.4% | -7.0% | +8.4% | +5.8% |
| 3M | -8.2% | +10.8% | -19.0% | -14.5% |
| 6M | +127.0% | +5.8% | +121.3% | +116.3% |
| YTD | +209.1% | +6.8% | +202.4% | +191.1% |
| 1Y | +365.4% | +10.4% | +355.0% | +326.6% |
| 3Y | +1,135.4% | +104.7% | +1,030.7% | +622.8% |
| 5Y | +991.5% | +23.6% | +967.9% | +782.7% |
| 10Y | +3,695.8% | +54.1% | +3,641.7% | +2,399.6% |
| All | +16,011.1% | +523.9% | +15,487.2% | +3,897.7% |
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 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