-74.9%
NKE vs MMM
+24.9%
-99.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.2% |
| 7D | -2.3% | -2.6% | +0.3% | -1.3% |
| 30D | -10.4% | -9.3% | -1.1% | -6.7% |
| 3M | -15.5% | +5.6% | -21.0% | -17.7% |
| 6M | -32.6% | +9.5% | -42.1% | -35.6% |
| YTD | -39.8% | +4.1% | -44.0% | -41.4% |
| 1Y | -47.6% | +9.4% | -57.0% | -50.1% |
| 3Y | -59.0% | +101.0% | -160.0% | -70.9% |
| 5Y | -74.9% | +26.1% | -101.1% | -77.7% |
| All | -74.9% | +24.9% | -99.8% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling