+518.6%
MMM vs NDAQ
+2,327.9%
-1,809.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -3.3% | -2.4% | -0.9% | -2.8% |
| 30D | -7.0% | +2.5% | -9.5% | -7.6% |
| 3M | +10.8% | +9.9% | +0.9% | +8.0% |
| 6M | +5.8% | +9.4% | -3.7% | +3.0% |
| YTD | +6.8% | +0.4% | +6.4% | +5.8% |
| 1Y | +10.4% | +4.0% | +6.4% | +8.4% |
| 3Y | +104.7% | +94.4% | +10.3% | +72.9% |
| 5Y | +23.6% | +56.7% | -33.2% | +9.0% |
| 10Y | +54.1% | +375.3% | -321.2% | +5.7% |
| All | +518.6% | +2,327.9% | -1,809.3% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling