+326.9%
AMGN vs MMM
+75.7%
+251.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +13.1% | +14.4% | -1.3% | +8.2% |
| 3M | +12.9% | +1.8% | +11.1% | +12.0% |
| 6M | +40.8% | +31.3% | +9.5% | +28.4% |
| YTD | +45.6% | +18.0% | +27.6% | +37.1% |
| 1Y | +42.7% | +10.9% | +31.9% | +37.0% |
| 3Y | +91.2% | +160.6% | -69.5% | +32.5% |
| 5Y | +158.1% | +44.5% | +113.7% | +123.0% |
| All | +326.9% | +75.7% | +251.2% | +254.7% |
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