+64,868.5%
AMGN vs MMM
+3,218.9%
+61,649.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.9% | +7.0% | -6.1% | -1.6% |
| 30D | +12.1% | +18.4% | -6.2% | +5.4% |
| 3M | +12.2% | +4.5% | +7.7% | +10.2% |
| 6M | +42.1% | +33.4% | +8.7% | +27.4% |
| YTD | +45.0% | +20.0% | +25.1% | +34.7% |
| 1Y | +47.7% | +15.0% | +32.7% | +39.2% |
| 3Y | +90.4% | +165.0% | -74.6% | +27.1% |
| 5Y | +154.9% | +47.9% | +107.0% | +108.2% |
| 10Y | +313.6% | +79.6% | +234.0% | +202.8% |
| All | +64,868.5% | +3,218.9% | +61,649.7% | +15,299.7% |
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 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