+216.6%
AMGN vs MMM
+51.9%
+164.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -11.6% | -2.6% | -9.1% | -10.9% |
| 30D | -5.7% | -9.3% | +3.6% | -2.6% |
| 3M | +14.2% | +5.6% | +8.6% | +12.1% |
| 6M | +5.2% | +9.5% | -4.3% | +1.9% |
| YTD | +22.0% | +4.1% | +17.9% | +19.7% |
| 1Y | +43.6% | +9.4% | +34.3% | +38.5% |
| 3Y | +65.0% | +101.0% | -36.0% | +25.1% |
| 5Y | +112.0% | +26.1% | +85.9% | +91.7% |
| 10Y | +216.6% | +54.7% | +161.8% | +154.1% |
| All | +216.6% | +51.9% | +164.6% | +154.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling