+1,921.9%
NXPI vs MMM
+312.5%
+1,609.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.6% |
| 7D | -4.4% | +6.2% | -10.6% | -8.7% |
| 30D | +5.6% | +14.2% | -8.6% | -4.4% |
| 3M | +7.6% | +2.9% | +4.7% | +4.9% |
| 6M | -17.6% | +27.6% | -45.1% | -31.5% |
| YTD | +15.9% | +17.3% | -1.4% | +1.2% |
| 1Y | +22.4% | +15.1% | +7.3% | +8.3% |
| 3Y | +43.2% | +157.1% | -113.9% | -34.9% |
| 5Y | +21.4% | +45.1% | -23.7% | -13.3% |
| 10Y | +186.8% | +83.9% | +102.9% | +40.5% |
| All | +1,921.9% | +312.5% | +1,609.4% | +251.5% |
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