+195.8%
NXPI vs MMM
+54.6%
+141.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +0.7% | -1.6% | +2.3% | +1.6% |
| 30D | -6.6% | -8.0% | +1.4% | -2.0% |
| 3M | -25.4% | +9.4% | -34.8% | -29.5% |
| 6M | +11.9% | +10.2% | +1.7% | +4.8% |
| YTD | +4.0% | +6.1% | -2.1% | -0.7% |
| 1Y | +1.0% | +10.8% | -9.7% | -6.3% |
| 3Y | +16.3% | +104.8% | -88.5% | -27.7% |
| 5Y | +17.7% | +27.0% | -9.3% | -0.5% |
| 10Y | +195.8% | +53.8% | +142.1% | +123.2% |
| All | +195.8% | +54.6% | +141.3% | +123.2% |
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