+193.4%
JNJ vs MMM
+53.9%
+139.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | -4.3% | -3.2% | -1.1% | -3.5% |
| 30D | +3.0% | -10.7% | +13.7% | +6.0% |
| 3M | +12.2% | +4.3% | +7.9% | +10.8% |
| 6M | +10.5% | +5.9% | +4.6% | +8.4% |
| YTD | +30.8% | +3.2% | +27.6% | +28.9% |
| 1Y | +54.9% | +8.0% | +46.9% | +50.5% |
| 3Y | +80.7% | +99.1% | -18.4% | +41.1% |
| 5Y | +83.4% | +25.7% | +57.7% | +68.0% |
| All | +193.4% | +53.9% | +139.5% | +142.8% |
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