+40.7%
ABBV vs MMM
+22.1%
+18.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.5% | -6.5% | +1.7% |
| 7D | +3.1% | +12.2% | -9.1% | +1.4% |
| 30D | +11.6% | +18.8% | -7.2% | +8.9% |
| 3M | +21.7% | +7.4% | +14.3% | +20.3% |
| 6M | +43.5% | +38.3% | +5.2% | +37.6% |
| YTD | +32.9% | +22.9% | +10.0% | +27.5% |
| 1Y | +40.7% | +23.0% | +17.6% | +33.3% |
| All | +40.7% | +22.1% | +18.6% | +33.3% |
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