+670.3%
NFLX vs MMM
+54.6%
+615.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -5.0% | -1.6% | -3.4% | -4.5% |
| 30D | +3.5% | -8.0% | +11.6% | +6.3% |
| 3M | -7.1% | +9.4% | -16.5% | -10.1% |
| 6M | -22.5% | +10.2% | -32.7% | -25.4% |
| YTD | -18.1% | +6.1% | -24.2% | -20.6% |
| 1Y | -38.3% | +10.8% | -49.1% | -41.3% |
| 3Y | +73.4% | +104.8% | -31.4% | +28.0% |
| 5Y | +26.7% | +27.0% | -0.4% | +12.4% |
| 10Y | +670.3% | +53.8% | +616.5% | +586.4% |
| All | +670.3% | +54.6% | +615.8% | +586.4% |
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