+200.5%
NXPI vs MMM
+88.0%
+112.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +2.2% |
| 7D | -0.3% | +5.8% | -6.1% | -3.7% |
| 30D | +12.7% | +17.9% | -5.2% | +2.0% |
| 3M | +7.5% | +3.6% | +3.9% | +4.9% |
| 6M | -12.3% | +32.9% | -45.2% | -26.4% |
| YTD | +19.7% | +19.5% | +0.2% | +6.3% |
| 1Y | +27.6% | +16.5% | +11.0% | +14.9% |
| 3Y | +50.0% | +167.2% | -117.2% | -21.2% |
| 5Y | +27.2% | +48.2% | -21.1% | -2.4% |
| 10Y | +200.5% | +83.0% | +117.5% | +107.1% |
| All | +200.5% | +88.0% | +112.5% | +107.1% |
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