+6,112.4%
NKE vs MMM
+2,835.9%
+3,276.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -0.1% | -1.6% | +1.5% | +0.7% |
| 30D | -7.7% | -8.0% | +0.3% | -4.1% |
| 3M | -10.9% | +9.4% | -20.3% | -15.0% |
| 6M | -31.9% | +10.2% | -42.1% | -35.4% |
| YTD | -38.6% | +6.1% | -44.7% | -41.0% |
| 1Y | -46.9% | +10.8% | -57.7% | -50.1% |
| 3Y | -58.2% | +104.8% | -163.0% | -71.6% |
| 5Y | -74.0% | +27.0% | -101.1% | -78.0% |
| 10Y | -21.6% | +53.8% | -75.3% | -41.6% |
| All | +6,112.4% | +2,835.9% | +3,276.5% | +954.5% |
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 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