+10,718.8%
JPM vs MMM
+3,205.9%
+7,512.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.1% |
| 7D | +0.4% | +5.8% | -5.3% | -3.2% |
| 30D | +2.7% | +17.9% | -15.2% | -7.7% |
| 3M | -3.8% | +3.6% | -7.4% | -6.5% |
| 6M | +14.3% | +32.9% | -18.6% | -5.6% |
| YTD | +8.2% | +19.5% | -11.3% | -5.3% |
| 1Y | +11.0% | +16.5% | -5.6% | -1.5% |
| 3Y | +152.7% | +167.2% | -14.5% | +22.0% |
| 5Y | +130.8% | +48.2% | +82.6% | +60.7% |
| 10Y | +506.0% | +83.0% | +423.0% | +249.4% |
| All | +10,718.8% | +3,205.9% | +7,512.9% | +1,067.5% |
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