+95.4%
JNJ vs MMM
+48.7%
+46.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +1.5% | -2.6% | +4.1% | +1.9% |
| 30D | +6.3% | +17.4% | -11.1% | +3.9% |
| 3M | +8.5% | +3.6% | +4.9% | +7.8% |
| 6M | +28.0% | +33.0% | -5.0% | +22.8% |
| YTD | +37.7% | +19.6% | +18.0% | +33.8% |
| 1Y | +47.9% | +14.0% | +33.9% | +44.6% |
| 3Y | +107.4% | +164.3% | -56.9% | +73.6% |
| All | +95.4% | +48.7% | +46.7% | +91.7% |
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