+60,958.4%
AMGN vs MMM
+2,854.2%
+58,104.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.1% | -3.3% | +4.4% | +2.3% |
| 30D | +7.8% | -7.0% | +14.9% | +10.7% |
| 3M | +27.3% | +10.8% | +16.4% | +22.4% |
| 6M | +16.8% | +5.8% | +11.1% | +14.1% |
| YTD | +36.3% | +6.8% | +29.5% | +32.2% |
| 1Y | +60.4% | +10.4% | +50.0% | +53.4% |
| 3Y | +86.3% | +104.7% | -18.3% | +36.9% |
| 5Y | +125.7% | +23.6% | +102.1% | +97.3% |
| 10Y | +247.0% | +54.1% | +192.9% | +169.2% |
| All | +60,958.4% | +2,854.2% | +58,104.2% | +15,020.0% |
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