+592.1%
JPM vs MMM
+51.9%
+540.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.3% |
| 7D | -0.4% | -2.6% | +2.2% | +0.9% |
| 30D | -1.4% | -9.3% | +7.9% | +3.5% |
| 3M | +13.9% | +5.6% | +8.4% | +10.5% |
| 6M | +23.5% | +9.5% | +14.1% | +17.2% |
| YTD | +11.6% | +4.1% | +7.5% | +8.1% |
| 1Y | +21.4% | +9.4% | +12.0% | +13.8% |
| 3Y | +163.4% | +101.0% | +62.5% | +69.5% |
| 5Y | +152.5% | +26.1% | +126.4% | +115.5% |
| 10Y | +592.1% | +54.7% | +537.4% | +394.2% |
| All | +592.1% | +51.9% | +540.2% | +394.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling