+8,682.5%
JNJ vs MMM
+2,854.2%
+5,828.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +2.7% | -3.3% | +6.0% | +3.7% |
| 30D | +7.4% | -7.0% | +14.4% | +9.8% |
| 3M | +21.2% | +10.8% | +10.4% | +17.1% |
| 6M | +13.4% | +5.8% | +7.6% | +10.9% |
| YTD | +35.1% | +6.8% | +28.4% | +31.4% |
| 1Y | +57.4% | +10.4% | +47.1% | +51.0% |
| 3Y | +86.8% | +104.7% | -17.9% | +41.7% |
| 5Y | +80.8% | +23.6% | +57.2% | +59.7% |
| 10Y | +202.7% | +54.1% | +148.6% | +140.5% |
| All | +8,682.5% | +2,854.2% | +5,828.3% | +2,027.4% |
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