+52,899.3%
NFLX vs MMM
+573.7%
+52,325.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.6% |
| 7D | +2.1% | +6.2% | -4.1% | -0.8% |
| 30D | -9.0% | +14.2% | -23.2% | -14.8% |
| 3M | -14.0% | +2.9% | -16.9% | -15.6% |
| 6M | -28.2% | +27.6% | -55.7% | -36.8% |
| YTD | -32.4% | +17.3% | -49.6% | -38.7% |
| 1Y | -42.2% | +15.1% | -57.3% | -47.2% |
| 3Y | +45.9% | +157.1% | -111.3% | -17.1% |
| 5Y | -1.8% | +45.1% | -46.9% | -24.4% |
| 10Y | +419.6% | +83.9% | +335.8% | +221.1% |
| All | +52,899.3% | +573.7% | +52,325.7% | +12,579.7% |
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