+152.7%
JPM vs MMM
+164.6%
-12.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.7% |
| 7D | +0.4% | +5.8% | -5.3% | -1.3% |
| 30D | +2.7% | +17.9% | -15.2% | -2.5% |
| 3M | -3.8% | +3.6% | -7.4% | -5.0% |
| 6M | +14.3% | +32.9% | -18.6% | +4.1% |
| YTD | +8.2% | +19.5% | -11.3% | +1.6% |
| 1Y | +11.0% | +16.5% | -5.6% | +4.9% |
| 3Y | +152.7% | +167.2% | -14.5% | +99.7% |
| All | +152.7% | +164.6% | -12.0% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling