-59.4%
NKE vs MMM
+97.7%
-157.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -5.5% | -3.2% | -2.3% | -4.5% |
| 30D | -10.4% | -10.7% | +0.2% | -7.1% |
| 3M | -15.8% | +4.3% | -20.1% | -17.2% |
| 6M | -33.4% | +5.9% | -39.3% | -35.0% |
| YTD | -41.0% | +3.2% | -44.2% | -42.1% |
| 1Y | -49.1% | +8.0% | -57.1% | -50.7% |
| All | -59.4% | +97.7% | -157.1% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling