+8.0%
MMM vs NI
+4.9%
+3.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -3.2% | -0.6% | -2.7% | -3.1% |
| 30D | -10.7% | -1.4% | -9.3% | -10.4% |
| 3M | +4.3% | -10.6% | +14.9% | +6.8% |
| 6M | +5.9% | -9.9% | +15.8% | +8.1% |
| YTD | +3.2% | +1.2% | +2.0% | +3.2% |
| 1Y | +8.0% | +4.4% | +3.6% | +8.6% |
| All | +8.0% | +4.9% | +3.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling