+27.6%
MMM vs NDAQ
+20.7%
+6.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +6.2% | +0.8% | +5.4% | +6.2% |
| 30D | +14.2% | +16.5% | -2.3% | +12.6% |
| 3M | +2.9% | +13.5% | -10.6% | +1.7% |
| 6M | +27.6% | +20.9% | +6.6% | +27.2% |
| All | +27.6% | +20.7% | +6.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 6mo: compounded portfolio wealth divided by compounded NDAQ 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…
6mo analysis · Full analysis span regression · 6 months rolling