+203.0%
ABBV vs MMM
+48.2%
+154.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | +1.5% | +5.8% | -4.2% | +0.5% |
| 30D | +6.7% | +17.9% | -11.2% | +3.5% |
| 3M | +19.9% | +3.6% | +16.4% | +19.0% |
| 6M | +47.5% | +32.9% | +14.6% | +39.7% |
| YTD | +32.2% | +19.5% | +12.7% | +27.2% |
| 1Y | +37.8% | +16.5% | +21.3% | +33.3% |
| 3Y | +134.8% | +167.2% | -32.4% | +95.2% |
| 5Y | +203.0% | +48.2% | +154.8% | +181.6% |
| All | +203.0% | +48.2% | +154.8% | +181.6% |
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 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