+10,718.5%
JPM vs MMM
+3,218.9%
+7,499.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +1.2% | +7.0% | -5.7% | -3.1% |
| 30D | +2.7% | +18.4% | -15.7% | -8.0% |
| 3M | -4.5% | +4.5% | -8.9% | -7.6% |
| 6M | +14.3% | +33.4% | -19.1% | -5.9% |
| YTD | +8.2% | +20.0% | -11.7% | -5.6% |
| 1Y | +10.0% | +15.0% | -5.0% | -1.5% |
| 3Y | +149.0% | +165.0% | -16.0% | +20.9% |
| 5Y | +131.0% | +47.9% | +83.1% | +61.1% |
| 10Y | +479.1% | +79.6% | +399.4% | +238.2% |
| All | +10,718.5% | +3,218.9% | +7,499.6% | +1,064.6% |
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