+51.2%
JNJ vs MMM
+22.1%
+29.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.5% | -5.7% | +2.2% |
| 7D | +1.9% | +12.2% | -10.3% | +0.1% |
| 30D | +9.2% | +18.8% | -9.6% | +6.4% |
| 3M | +8.9% | +7.4% | +1.6% | +7.5% |
| 6M | +24.6% | +38.3% | -13.8% | +18.4% |
| YTD | +35.7% | +22.9% | +12.8% | +30.8% |
| 1Y | +51.2% | +23.0% | +28.2% | +48.3% |
| All | +51.2% | +22.1% | +29.1% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling