-24.0%
NKE vs MMM
+55.8%
-79.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.1% |
| 7D | -4.2% | -2.1% | -2.0% | -3.2% |
| 30D | -8.2% | -9.8% | +1.6% | -3.7% |
| 3M | -19.1% | +4.9% | -24.0% | -21.3% |
| 6M | -32.6% | +7.3% | -40.0% | -35.4% |
| YTD | -40.7% | +4.5% | -45.2% | -42.6% |
| 1Y | -48.9% | +5.4% | -54.2% | -50.7% |
| 3Y | -59.2% | +98.6% | -157.8% | -72.3% |
| 5Y | -75.3% | +27.4% | -102.7% | -78.9% |
| All | -24.0% | +55.8% | -79.9% | -45.3% |
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