+1,156.2%
ABBV vs MMM
+224.4%
+931.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | +0.4% | -3.3% | +3.7% | +1.5% |
| 30D | +4.2% | -7.0% | +11.2% | +6.7% |
| 3M | +14.8% | +10.8% | +4.0% | +10.7% |
| 6M | +10.3% | +5.8% | +4.5% | +7.7% |
| YTD | +14.9% | +6.8% | +8.1% | +11.3% |
| 1Y | +24.1% | +10.4% | +13.8% | +18.6% |
| 3Y | +91.9% | +104.7% | -12.7% | +41.4% |
| 5Y | +176.0% | +23.6% | +152.5% | +149.6% |
| 10Y | +502.9% | +54.1% | +448.8% | +356.5% |
| All | +1,156.2% | +224.4% | +931.7% | +462.9% |
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