+8,947.0%
JNJ vs MMM
+3,164.0%
+5,783.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.5% |
| 7D | +4.1% | -0.8% | +4.9% | +4.4% |
| 30D | +14.0% | +14.4% | -0.4% | +9.3% |
| 3M | +9.2% | +1.8% | +7.4% | +8.4% |
| 6M | +27.8% | +31.3% | -3.5% | +16.9% |
| YTD | +39.2% | +18.0% | +21.2% | +31.0% |
| 1Y | +49.1% | +10.9% | +38.3% | +43.0% |
| 3Y | +109.7% | +160.6% | -50.9% | +47.1% |
| 5Y | +97.6% | +44.5% | +53.1% | +65.7% |
| 10Y | +214.1% | +75.9% | +138.2% | +139.0% |
| All | +8,947.0% | +3,164.0% | +5,783.0% | +2,020.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling