+54.9%
JNJ vs MMM
+8.3%
+46.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.2% |
| 7D | -4.3% | -3.2% | -1.1% | -3.9% |
| 30D | +3.0% | -10.7% | +13.7% | +4.5% |
| 3M | +12.2% | +4.3% | +7.9% | +11.6% |
| 6M | +10.5% | +5.9% | +4.6% | +9.3% |
| YTD | +30.8% | +3.2% | +27.6% | +29.7% |
| 1Y | +54.9% | +8.0% | +46.9% | +54.0% |
| All | +54.9% | +8.3% | +46.6% | +54.0% |
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 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