+90.4%
AMGN vs MMM
+167.3%
-76.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.9% | +7.0% | -6.1% | -0.7% |
| 30D | +12.1% | +18.4% | -6.2% | +7.9% |
| 3M | +12.2% | +4.5% | +7.7% | +10.9% |
| 6M | +42.1% | +33.4% | +8.7% | +33.2% |
| YTD | +45.0% | +20.0% | +25.1% | +38.6% |
| 1Y | +47.7% | +15.0% | +32.7% | +42.3% |
| 3Y | +90.4% | +165.0% | -74.6% | +57.5% |
| All | +90.4% | +167.3% | -76.9% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling