+170.8%
ABBV vs MMM
+28.6%
+142.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -4.3% | -1.6% | -2.7% | -4.0% |
| 30D | +1.1% | -8.0% | +9.1% | +2.7% |
| 3M | +12.3% | +9.4% | +3.0% | +10.4% |
| 6M | +9.8% | +10.2% | -0.5% | +7.6% |
| YTD | +11.5% | +6.1% | +5.3% | +9.7% |
| 1Y | +22.3% | +10.8% | +11.5% | +19.3% |
| 3Y | +85.2% | +104.8% | -19.6% | +61.1% |
| 5Y | +170.8% | +27.0% | +143.8% | +165.4% |
| All | +170.8% | +28.6% | +142.3% | +165.4% |
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