-42.9%
NFLX vs MMM
+16.4%
-59.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | +2.6% | +5.8% | -3.2% | +2.1% |
| 30D | -9.0% | +17.9% | -27.0% | -9.7% |
| 3M | -13.7% | +3.6% | -17.3% | -13.8% |
| 6M | -26.9% | +32.9% | -59.8% | -28.3% |
| YTD | -31.8% | +19.5% | -51.3% | -33.8% |
| All | -42.9% | +16.4% | -59.3% | -43.5% |
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 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