-45.8%
NFLX vs MMM
+12.5%
-58.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.7% |
| 7D | -4.4% | -0.8% | -3.6% | -4.3% |
| 30D | -11.0% | +14.4% | -25.4% | -11.4% |
| 3M | -15.5% | +1.8% | -17.3% | -15.5% |
| 6M | -28.5% | +31.3% | -59.8% | -29.6% |
| YTD | -33.1% | +18.0% | -51.1% | -34.9% |
| 1Y | -45.8% | +10.9% | -56.7% | -45.9% |
| All | -45.8% | +12.5% | -58.3% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling