+26.1%
MMM vs NI
+95.2%
-69.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.6% |
| 7D | -2.6% | +1.3% | -3.8% | -3.1% |
| 30D | -9.3% | -0.3% | -9.0% | -9.2% |
| 3M | +5.6% | -9.5% | +15.0% | +9.7% |
| 6M | +9.5% | -10.2% | +19.7% | +13.9% |
| YTD | +4.1% | +1.8% | +2.4% | +2.7% |
| 1Y | +9.4% | +5.7% | +3.7% | +5.8% |
| 3Y | +101.0% | +69.6% | +31.4% | +57.9% |
| 5Y | +26.1% | +95.8% | -69.7% | -7.8% |
| All | +26.1% | +95.2% | -69.0% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling