+80.0%
JNJ vs MMM
+28.6%
+51.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | +4.3% | -8.0% | +12.3% | +5.5% |
| 3M | +16.5% | +9.4% | +7.1% | +14.9% |
| 6M | +13.1% | +10.2% | +2.9% | +11.4% |
| YTD | +32.1% | +6.1% | +26.0% | +30.6% |
| 1Y | +54.5% | +10.8% | +43.7% | +51.6% |
| 3Y | +82.5% | +104.8% | -22.3% | +58.8% |
| 5Y | +80.0% | +27.0% | +53.0% | +80.3% |
| All | +80.0% | +28.6% | +51.4% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling