+152.8%
JPM vs MMM
+28.6%
+124.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | -1.1% | -8.0% | +6.9% | +2.0% |
| 3M | +14.1% | +9.4% | +4.8% | +10.2% |
| 6M | +23.3% | +10.2% | +13.1% | +18.4% |
| YTD | +11.3% | +6.1% | +5.2% | +8.1% |
| 1Y | +23.0% | +10.8% | +12.2% | +17.0% |
| 3Y | +162.6% | +104.8% | +57.8% | +94.0% |
| 5Y | +152.8% | +27.0% | +125.7% | +145.3% |
| All | +152.8% | +28.6% | +124.2% | +145.3% |
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